+73.3%
FRME vs VOO
+312.6%
-239.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.5% |
| 7D | -2.0% | -0.9% | -1.0% | -1.2% |
| 30D | +4.6% | -2.3% | +7.0% | +6.8% |
| 3M | -3.1% | -1.2% | -2.0% | -2.3% |
| 6M | +4.8% | +3.3% | +1.5% | +0.8% |
| YTD | +12.6% | +12.3% | +0.3% | -0.3% |
| 1Y | +17.4% | +12.5% | +4.9% | +3.6% |
| 3Y | +60.7% | +79.2% | -18.5% | -10.4% |
| 5Y | +15.0% | +75.7% | -60.6% | -35.3% |
| All | +73.3% | +312.6% | -239.3% | -62.1% |
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