+43.0%
FRNM price history and return analytics
+47.2%
-4.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | -11.9% | -1.1% | -10.8% | -11.8% |
| 30D | +24.4% | -1.0% | +25.4% | +24.5% |
| 3M | +27.5% | +3.2% | +24.4% | +27.0% |
| 6M | +27.3% | +12.5% | +14.8% | +25.9% |
| YTD | +10.3% | +14.1% | -3.8% | +9.1% |
| 1Y | +36.2% | +18.9% | +17.3% | +34.7% |
| All | +43.0% | +47.2% | -4.2% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling