-49.6%
FDMT vs VOO
+72.8%
-122.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.3% |
| 7D | +4.3% | -0.6% | +4.9% | +5.3% |
| 30D | -6.5% | -3.6% | -2.9% | -1.1% |
| 3M | +11.8% | -2.7% | +14.6% | +16.7% |
| 6M | +22.9% | +2.2% | +20.6% | +20.6% |
| YTD | +66.1% | +10.9% | +55.2% | +47.1% |
| 1Y | +22.5% | +11.3% | +11.2% | +8.5% |
| 3Y | +12.8% | +76.9% | -64.1% | -44.1% |
| 5Y | -49.6% | +73.5% | -123.1% | -73.6% |
| All | -49.6% | +72.8% | -122.4% | -73.6% |
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 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