+146.9%
FTLS vs VOO
+314.4%
-167.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | -3.0% | -2.3% | -0.6% | -1.8% |
| 3M | +0.4% | -1.2% | +1.6% | +1.0% |
| 6M | +2.7% | +3.3% | -0.6% | +0.8% |
| YTD | +7.3% | +12.3% | -5.1% | +0.6% |
| 1Y | +6.1% | +12.5% | -6.4% | -0.5% |
| 3Y | +44.1% | +79.2% | -35.1% | +5.2% |
| 5Y | +56.3% | +75.7% | -19.3% | +14.4% |
| 10Y | +146.9% | +313.7% | -166.8% | +2.5% |
| All | +146.9% | +314.4% | -167.5% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling