+654.7%
FRME vs VOO
+817.1%
-162.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -2.2% | +0.1% | -2.2% | -2.2% |
| 3M | +6.8% | +2.0% | +4.8% | +4.1% |
| 6M | +10.9% | +13.0% | -2.1% | -3.2% |
| YTD | +15.3% | +13.6% | +1.8% | +0.1% |
| 1Y | +5.1% | +20.1% | -14.9% | -14.2% |
| 3Y | +53.6% | +77.6% | -24.0% | -17.7% |
| 5Y | +25.1% | +82.4% | -57.4% | -36.2% |
| 10Y | +110.1% | +316.8% | -206.7% | -59.8% |
| All | +654.7% | +817.1% | -162.4% | -56.0% |
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