+24.8%
FTSD vs VOO
+441.5%
-416.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | 0.0% | -0.9% | +0.9% | 0.0% |
| 3M | +0.7% | +3.9% | -3.2% | +0.7% |
| 6M | +0.8% | +14.5% | -13.7% | +0.9% |
| YTD | +1.4% | +13.0% | -11.6% | +1.4% |
| 1Y | +3.1% | +19.4% | -16.3% | +3.2% |
| 3Y | +15.5% | +78.9% | -63.4% | +15.7% |
| 5Y | +13.7% | +82.3% | -68.6% | +13.9% |
| 10Y | +22.9% | +314.2% | -291.3% | +23.6% |
| All | +24.8% | +441.5% | -416.7% | +25.5% |
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