-82.4%
FRMI vs VEU
+22.9%
-105.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.9% | +12.4% |
| 7D | +23.3% | +1.7% | +21.7% | +18.9% |
| 30D | -7.6% | +1.0% | -8.6% | -9.1% |
| 3M | +0.2% | +5.6% | -5.4% | -9.8% |
| 6M | -28.7% | +13.7% | -42.4% | -43.7% |
| YTD | -28.6% | +17.7% | -46.3% | -44.8% |
| All | -82.4% | +22.9% | -105.3% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling