-92.0%
FRMI vs VFC
+46.0%
-137.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +3.2% | +23.5% | +26.6% |
| 7D | +66.2% | +1.6% | +64.6% | +66.1% |
| 30D | -17.4% | +25.5% | -42.9% | -17.9% |
| 3M | -60.5% | +41.3% | -101.7% | -61.0% |
| 6M | -56.5% | +22.2% | -78.7% | -56.9% |
| YTD | -67.4% | +16.4% | -83.8% | -67.2% |
| 1Y | -85.1% | +38.4% | -123.5% | -83.0% |
| All | -92.0% | +46.0% | -137.9% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling