-83.1%
FRMI vs VCLT
-4.3%
-78.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.9% |
| 7D | +7.4% | -1.4% | +8.8% | +11.0% |
| 30D | -27.6% | -1.2% | -26.5% | -25.5% |
| 3M | -20.9% | -4.8% | -16.1% | -10.9% |
| 6M | -36.6% | -2.6% | -34.0% | -30.9% |
| YTD | -31.3% | -3.3% | -27.9% | -25.5% |
| All | -83.1% | -4.3% | -78.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling