+178.4%
FTLS vs VOO
+360.0%
-181.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.1% |
| 30D | -3.4% | -3.6% | +0.2% | -1.5% |
| 3M | -0.9% | -2.7% | +1.8% | +0.6% |
| 6M | +1.6% | +2.2% | -0.7% | +0.2% |
| YTD | +6.3% | +10.9% | -4.6% | +0.1% |
| 1Y | +5.7% | +11.3% | -5.7% | -0.7% |
| 3Y | +42.8% | +76.9% | -34.1% | +3.2% |
| 5Y | +55.8% | +73.5% | -17.8% | +12.6% |
| 10Y | +145.3% | +307.7% | -162.3% | +0.4% |
| All | +178.4% | +360.0% | -181.6% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling