+47.6%
FDM vs VOO
+67.9%
-20.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -1.6% | -2.7% | +1.1% | +0.8% |
| 30D | +1.2% | -5.4% | +6.5% | +6.2% |
| 3M | -5.1% | -4.1% | -1.1% | -1.6% |
| 6M | +1.3% | +0.7% | +0.5% | +0.2% |
| YTD | +13.3% | +8.7% | +4.6% | +4.3% |
| 1Y | +22.1% | +11.0% | +11.2% | +10.3% |
| 3Y | +72.3% | +75.5% | -3.2% | +3.3% |
| All | +47.6% | +67.9% | -20.3% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling