-63.0%
FDMT vs VOO
+129.2%
-192.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +45.6% | +0.1% | +45.6% | +45.3% |
| 3M | +49.6% | +2.0% | +47.5% | +46.1% |
| 6M | +67.6% | +13.0% | +54.6% | +43.7% |
| YTD | +99.6% | +13.6% | +86.0% | +69.9% |
| 1Y | +126.5% | +20.1% | +106.4% | +81.6% |
| 3Y | -9.6% | +77.6% | -87.2% | -56.1% |
| 5Y | -53.5% | +82.4% | -135.9% | -77.5% |
| All | -63.0% | +129.2% | -192.2% | -89.6% |
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