+105.2%
FRME vs VOO
+325.3%
-220.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -1.5% |
| 30D | -4.1% | -1.1% | -3.0% | -3.1% |
| 3M | +0.6% | +3.9% | -3.2% | -3.3% |
| 6M | +13.3% | +13.6% | -0.3% | -0.5% |
| YTD | +12.7% | +12.7% | 0.0% | -0.3% |
| 1Y | +5.6% | +17.6% | -12.0% | -10.5% |
| 3Y | +59.8% | +77.3% | -17.5% | -9.8% |
| 5Y | +27.8% | +84.1% | -56.3% | -31.6% |
| All | +105.2% | +325.3% | -220.1% | -56.9% |
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 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