+195.7%
FTS vs VOO
+817.1%
-621.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +0.9% | +2.0% | -1.1% | -0.3% |
| 6M | -2.7% | +13.0% | -15.7% | -8.5% |
| YTD | +9.1% | +13.6% | -4.5% | +2.1% |
| 1Y | +14.0% | +20.1% | -6.1% | +3.7% |
| 3Y | +56.4% | +77.6% | -21.2% | +14.3% |
| 5Y | +43.6% | +82.4% | -38.8% | +1.8% |
| 10Y | +146.2% | +316.8% | -170.6% | +12.0% |
| All | +195.7% | +817.1% | -621.3% | +5.5% |
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