+29.2%
FMF vs VOO
+465.9%
-436.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | -0.7% | +2.0% | -2.7% | -0.8% |
| 6M | +1.7% | +13.0% | -11.4% | +1.3% |
| YTD | +9.5% | +13.6% | -4.1% | +9.1% |
| 1Y | +12.5% | +20.1% | -7.6% | +11.9% |
| 3Y | +18.8% | +77.6% | -58.8% | +17.4% |
| 5Y | +28.0% | +82.4% | -54.5% | +27.0% |
| 10Y | +31.5% | +316.8% | -285.3% | +26.1% |
| All | +29.2% | +465.9% | -436.8% | +16.6% |
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