-100.0%
FRMM vs VOO
+264.0%
-364.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.3% |
| 7D | -13.9% | -0.8% | -13.2% | -13.4% |
| 30D | -26.2% | -1.1% | -25.1% | -25.5% |
| 3M | -13.6% | +3.9% | -17.5% | -15.8% |
| 6M | +51.3% | +13.6% | +37.7% | +39.2% |
| YTD | -6.7% | +12.7% | -19.4% | -13.3% |
| 1Y | -81.0% | +17.6% | -98.6% | -82.7% |
| 3Y | -95.8% | +77.3% | -173.1% | -96.8% |
| 5Y | -100.0% | +84.1% | -184.1% | -100.0% |
| All | -100.0% | +264.0% | -364.0% | -100.0% |
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 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