-76.5%
FMST vs VOO
+81.4%
-157.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | -13.7% | +0.1% | -13.8% | -13.8% |
| 30D | -35.3% | +0.1% | -35.3% | -35.2% |
| 3M | -43.3% | +2.0% | -45.3% | -44.6% |
| 6M | -58.3% | +13.0% | -71.4% | -64.0% |
| YTD | -54.8% | +13.6% | -68.4% | -61.0% |
| 1Y | -71.4% | +20.1% | -91.5% | -76.3% |
| 3Y | -80.2% | +77.6% | -157.8% | -89.9% |
| All | -76.5% | +81.4% | -157.9% | -87.4% |
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