-30.8%
FMS vs VOO
+311.2%
-342.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | -8.7% | +3.3% | -12.0% | -10.5% |
| 30D | +2.5% | -2.7% | +5.2% | +3.9% |
| 3M | -8.9% | -1.7% | -7.2% | -8.3% |
| 6M | +1.0% | +3.1% | -2.1% | -1.4% |
| YTD | -5.7% | +11.9% | -17.6% | -12.7% |
| 1Y | -6.2% | +12.1% | -18.2% | -13.2% |
| 3Y | +38.4% | +78.6% | -40.2% | -6.0% |
| 5Y | -24.5% | +73.8% | -98.3% | -48.3% |
| All | -30.8% | +311.2% | -342.0% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling