-32.5%
FMS vs VOO
+317.9%
-350.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.3% | -3.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +9.0% | -3.3% | +12.3% | +10.9% |
| 3M | -5.4% | -2.4% | -3.0% | -4.3% |
| 6M | +8.4% | +2.6% | +5.8% | +6.0% |
| YTD | +0.2% | +11.3% | -11.0% | -6.9% |
| 1Y | -0.5% | +13.4% | -14.0% | -8.7% |
| 3Y | +48.0% | +80.3% | -32.3% | -0.1% |
| 5Y | -21.2% | +72.7% | -93.9% | -45.9% |
| 10Y | -32.5% | +310.0% | -342.5% | -76.8% |
| All | -32.5% | +317.9% | -350.4% | -76.8% |
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