+18.0%
FRME vs VT
+10.7%
+7.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.2% |
| 7D | -0.1% | -4.2% | +4.1% | +1.8% |
| 30D | +3.5% | -5.8% | +9.3% | +6.2% |
| 3M | -4.5% | -5.2% | +0.8% | -2.2% |
| 6M | +3.1% | +0.1% | +3.0% | +2.3% |
| YTD | +12.6% | +8.2% | +4.4% | +6.3% |
| 1Y | +18.0% | +10.1% | +7.9% | +10.2% |
| All | +18.0% | +10.7% | +7.3% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling