+235.0%
FRME price history and return analytics
+346.0%
-111.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +0.6% | -2.3% | +2.9% | +3.1% |
| 30D | +3.9% | -5.0% | +8.9% | +9.7% |
| 3M | -3.8% | -4.9% | +1.1% | +1.4% |
| 6M | +2.1% | -1.5% | +3.7% | +2.9% |
| YTD | +12.0% | +8.5% | +3.5% | +0.7% |
| 1Y | +18.9% | +11.4% | +7.5% | +3.6% |
| 3Y | +55.1% | +70.1% | -14.9% | -16.4% |
| 5Y | +15.2% | +53.7% | -38.6% | -31.6% |
| 10Y | +101.7% | +220.0% | -118.2% | -48.9% |
| All | +235.0% | +346.0% | -111.0% | -39.3% |
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