-83.1%
FRMI vs RVMD
+337.8%
-420.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.4% | -3.0% | +10.4% | +7.9% |
| 30D | -27.6% | -0.7% | -26.9% | -27.6% |
| 3M | -20.9% | +36.5% | -57.4% | -23.4% |
| 6M | -36.6% | +104.6% | -141.2% | -42.2% |
| YTD | -31.3% | +155.8% | -187.1% | -34.6% |
| All | -83.1% | +337.8% | -420.9% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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