+216.7%
FTS vs VOO
+803.9%
-587.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.3% | +3.3% | -6.5% | -4.7% |
| 30D | +9.5% | -2.7% | +12.2% | +10.7% |
| 3M | +6.1% | -1.7% | +7.9% | +6.7% |
| 6M | +6.8% | +3.1% | +3.7% | +4.8% |
| YTD | +16.8% | +11.9% | +4.9% | +9.8% |
| 1Y | +15.2% | +12.1% | +3.2% | +8.2% |
| 3Y | +62.8% | +78.6% | -15.8% | +18.2% |
| 5Y | +58.6% | +73.8% | -15.2% | +15.2% |
| 10Y | +183.3% | +312.3% | -129.0% | +29.2% |
| All | +216.7% | +803.9% | -587.1% | +13.5% |
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