+96.0%
FRME vs VT
+215.5%
-119.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +0.6% | -2.3% | +2.9% | +2.9% |
| 30D | +3.9% | -5.0% | +8.9% | +9.2% |
| 3M | -3.8% | -4.9% | +1.1% | +0.9% |
| 6M | +2.1% | -1.5% | +3.7% | +2.8% |
| YTD | +12.0% | +8.5% | +3.5% | +1.6% |
| 1Y | +18.9% | +11.4% | +7.5% | +4.9% |
| 3Y | +55.1% | +70.1% | -14.9% | -11.9% |
| 5Y | +15.2% | +53.7% | -38.6% | -27.5% |
| All | +96.0% | +215.5% | -119.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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