+76.6%
FRME price history and return analytics
+224.4%
-147.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.5% |
| 7D | -2.0% | -0.7% | -1.3% | -1.4% |
| 30D | +4.6% | -1.7% | +6.4% | +6.3% |
| 3M | -3.1% | -2.3% | -0.8% | -1.1% |
| 6M | +4.8% | +1.5% | +3.3% | +2.3% |
| YTD | +12.6% | +12.0% | +0.6% | -1.1% |
| 1Y | +17.4% | +12.9% | +4.5% | +2.2% |
| 3Y | +60.7% | +74.9% | -14.2% | -11.4% |
| 5Y | +15.0% | +59.9% | -44.9% | -30.6% |
| 10Y | +76.6% | +224.6% | -148.0% | -48.4% |
| All | +76.6% | +224.4% | -147.7% | -48.4% |
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