-70.1%
FDMT vs VOO
+125.9%
-195.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.3% |
| 7D | +7.7% | +3.3% | +4.4% | +3.2% |
| 30D | -2.0% | -2.7% | +0.7% | +2.4% |
| 3M | +2.1% | -1.7% | +3.8% | +5.1% |
| 6M | +17.2% | +3.1% | +14.0% | +13.8% |
| YTD | +61.5% | +11.9% | +49.6% | +41.3% |
| 1Y | +10.4% | +12.1% | -1.6% | -3.0% |
| 3Y | +9.6% | +78.6% | -68.9% | -46.6% |
| 5Y | -51.5% | +73.8% | -125.3% | -74.8% |
| All | -70.1% | +125.9% | -195.9% | -91.3% |
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