-84.3%
FRMI vs VEU
+23.4%
-107.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +4.2% |
| 7D | +2.4% | +1.1% | +1.3% | 0.0% |
| 30D | -17.3% | +2.2% | -19.5% | -20.5% |
| 3M | -17.2% | +3.0% | -20.1% | -21.1% |
| 6M | -43.4% | +10.9% | -54.2% | -51.8% |
| YTD | -36.0% | +18.2% | -54.2% | -50.9% |
| All | -84.3% | +23.4% | -107.6% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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