+30.7%
FTSM vs VOO
+391.5%
-360.8%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +0.2% | -0.9% | +1.2% | +0.2% |
| 3M | +0.9% | +3.9% | -3.0% | +0.9% |
| 6M | +1.7% | +14.5% | -12.8% | +1.6% |
| YTD | +2.4% | +13.0% | -10.6% | +2.2% |
| 1Y | +3.7% | +19.4% | -15.8% | +3.4% |
| 3Y | +14.9% | +78.9% | -64.0% | +14.1% |
| 5Y | +19.6% | +82.3% | -62.7% | +18.6% |
| 10Y | +29.2% | +314.2% | -285.0% | +26.8% |
| All | +30.7% | +391.5% | -360.8% | +28.6% |
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