-83.4%
FRMI vs VFC
-10.9%
-72.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.4% |
| 7D | +10.9% | -3.3% | +14.2% | +11.1% |
| 30D | -24.3% | -14.0% | -10.3% | -23.7% |
| 3M | -21.8% | -22.6% | +0.8% | -20.8% |
| 6M | -33.0% | -24.7% | -8.3% | -32.0% |
| YTD | -32.6% | -29.0% | -3.7% | -30.7% |
| All | -83.4% | -10.9% | -72.5% | -80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling