+174.8%
FTLS vs VOO
+351.0%
-176.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -3.1% | -2.7% | -0.4% | -1.6% |
| 30D | -4.8% | -5.4% | +0.6% | -1.8% |
| 3M | -1.8% | -4.1% | +2.2% | +0.4% |
| 6M | +0.6% | +0.7% | -0.1% | 0.0% |
| YTD | +5.0% | +8.7% | -3.8% | -0.1% |
| 1Y | +5.3% | +11.0% | -5.7% | -0.9% |
| 3Y | +42.5% | +75.5% | -33.0% | +3.4% |
| 5Y | +52.6% | +68.4% | -15.8% | +12.2% |
| 10Y | +153.0% | +315.7% | -162.7% | +1.7% |
| All | +174.8% | +351.0% | -176.2% | +7.2% |
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