-93.2%
FRMI vs VIG
+19.5%
-112.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.1% | -12.7% | -15.8% |
| 7D | -39.7% | +2.7% | -42.5% | -44.3% |
| 30D | -55.2% | +7.0% | -62.2% | -63.2% |
| 3M | -71.2% | +4.0% | -75.2% | -74.4% |
| 6M | -64.1% | +12.3% | -76.4% | -75.1% |
| YTD | -77.2% | +16.4% | -93.6% | -85.4% |
| 1Y | -93.2% | +19.2% | -112.4% | -95.7% |
| All | -93.2% | +19.5% | -112.7% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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