+243.7%
FRME vs VT
+363.9%
-120.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.4% |
| 30D | +5.3% | -1.4% | +6.8% | +6.9% |
| 3M | -2.9% | -1.4% | -1.5% | -1.6% |
| 6M | +6.6% | +5.5% | +1.1% | -0.5% |
| YTD | +14.9% | +12.8% | +2.0% | -1.1% |
| 1Y | +21.9% | +15.4% | +6.4% | +2.2% |
| 3Y | +58.3% | +76.9% | -18.6% | -18.3% |
| 5Y | +20.2% | +60.4% | -40.2% | -31.8% |
| 10Y | +107.0% | +232.8% | -125.8% | -49.8% |
| All | +243.7% | +363.9% | -120.2% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling