+38.4%
FTLF vs VOO
+72.6%
-34.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +6.3% | +2.6% | +3.7% | +5.4% |
| 30D | -2.2% | -2.0% | -0.2% | -1.5% |
| 3M | -24.2% | -2.8% | -21.5% | -23.5% |
| 6M | -11.0% | +2.2% | -13.2% | -11.7% |
| YTD | -47.9% | +11.5% | -59.4% | -49.9% |
| 1Y | -54.0% | +13.5% | -67.5% | -56.1% |
| 3Y | -15.2% | +78.1% | -93.3% | -27.3% |
| All | +38.4% | +72.6% | -34.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling