-83.1%
FRMI vs VFC
-7.0%
-76.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.3% | +1.8% |
| 7D | +7.4% | -1.4% | +8.8% | +7.5% |
| 30D | -27.6% | -9.0% | -18.7% | -27.3% |
| 3M | -20.9% | -24.2% | +3.3% | -19.9% |
| 6M | -36.6% | -18.5% | -18.1% | -35.3% |
| YTD | -31.3% | -25.9% | -5.4% | -29.5% |
| All | -83.1% | -7.0% | -76.1% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling