+64.5%
FTS vs VOO
+78.5%
-14.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +9.0% | -2.0% | +11.0% | +9.0% |
| 3M | +6.7% | -2.8% | +9.5% | +6.8% |
| 6M | +7.9% | +2.2% | +5.7% | +7.7% |
| YTD | +17.7% | +11.5% | +6.1% | +16.9% |
| 1Y | +16.8% | +13.5% | +3.3% | +15.8% |
| 3Y | +64.5% | +78.1% | -13.6% | +31.7% |
| All | +64.5% | +78.5% | -14.0% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling