-83.0%
FRMI vs VFC
-9.5%
-73.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.0% |
| 7D | +15.9% | -2.3% | +18.3% | +16.0% |
| 30D | -6.0% | -13.4% | +7.4% | -5.3% |
| 3M | -1.6% | -23.7% | +22.1% | -0.4% |
| 6M | -30.7% | -24.5% | -6.2% | -29.8% |
| YTD | -30.9% | -27.8% | -3.0% | -29.0% |
| All | -83.0% | -9.5% | -73.5% | -80.2% |
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