-100.0%
FRMM price history and return analytics
+176.4%
-276.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -17.8% | -0.1% | -17.6% | -17.4% |
| 30D | -37.1% | -3.1% | -34.0% | -35.0% |
| 3M | -55.2% | -3.5% | -51.7% | -53.4% |
| 6M | -38.8% | +0.5% | -39.3% | -38.4% |
| YTD | -42.4% | +10.8% | -53.2% | -45.8% |
| 1Y | -84.5% | +11.9% | -96.4% | -85.5% |
| 3Y | -96.3% | +73.0% | -169.3% | -97.3% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +176.4% | -276.4% | -100.0% |
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