-93.2%
FRMI vs VCLT
-3.2%
-89.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.0% | -11.6% | -12.7% |
| 7D | -39.7% | +0.4% | -40.1% | -40.2% |
| 30D | -55.2% | +3.9% | -59.1% | -59.2% |
| 3M | -71.2% | -1.9% | -69.2% | -69.6% |
| 6M | -64.1% | -2.6% | -61.5% | -61.1% |
| YTD | -77.2% | -3.1% | -74.1% | -75.5% |
| 1Y | -93.2% | -3.6% | -89.6% | -92.3% |
| All | -93.2% | -3.2% | -89.9% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling