-77.1%
FMST vs VOO
+79.5%
-156.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.4% |
| 7D | -8.4% | -0.4% | -8.1% | -8.0% |
| 30D | -31.3% | -1.4% | -29.9% | -29.9% |
| 3M | -37.3% | +3.7% | -41.0% | -40.3% |
| 6M | -55.9% | +13.0% | -69.0% | -61.9% |
| YTD | -55.9% | +12.4% | -68.4% | -61.4% |
| 1Y | -68.8% | +18.6% | -87.4% | -73.7% |
| 3Y | -79.0% | +78.1% | -157.0% | -89.0% |
| All | -77.1% | +79.5% | -156.7% | -87.5% |
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