-44.2%
FTRE vs VOO
+79.1%
-123.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | -8.6% | -0.4% | -8.2% | -7.9% |
| 30D | -11.6% | -1.4% | -10.2% | -9.5% |
| 3M | -0.5% | +3.7% | -4.3% | -7.4% |
| 6M | +70.8% | +13.0% | +57.8% | +37.8% |
| YTD | -2.7% | +12.4% | -15.1% | -19.9% |
| 1Y | +66.7% | +18.6% | +48.1% | +27.4% |
| 3Y | -35.7% | +78.1% | -113.8% | -68.6% |
| All | -44.2% | +79.1% | -123.3% | -72.9% |
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