+7.1%
FMS vs VOO
+806.9%
-799.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.1% |
| 7D | -4.2% | -0.9% | -3.3% | -3.8% |
| 30D | +4.8% | -2.3% | +7.1% | +6.1% |
| 3M | -6.9% | -1.2% | -5.7% | -6.5% |
| 6M | +6.2% | +3.3% | +2.9% | +3.3% |
| YTD | -3.0% | +12.3% | -15.3% | -10.9% |
| 1Y | -3.6% | +12.5% | -16.1% | -11.7% |
| 3Y | +42.3% | +79.2% | -36.8% | -6.2% |
| 5Y | -22.6% | +75.7% | -98.2% | -49.0% |
| 10Y | -30.2% | +313.7% | -343.9% | -76.4% |
| All | +7.1% | +806.9% | -799.8% | -80.9% |
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