-22.5%
FMS vs VOO
+67.9%
-90.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +4.1% | -2.7% | +6.8% | +5.4% |
| 30D | +13.1% | -5.4% | +18.5% | +15.9% |
| 3M | -2.9% | -4.1% | +1.2% | -1.2% |
| 6M | +15.9% | +0.7% | +15.1% | +14.8% |
| YTD | +2.2% | +8.7% | -6.5% | -2.7% |
| 1Y | +0.2% | +11.0% | -10.8% | -5.6% |
| 3Y | +51.9% | +75.5% | -23.5% | +11.0% |
| All | -22.5% | +67.9% | -90.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling