-84.3%
FRMI vs VIG
+13.7%
-98.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +6.5% |
| 7D | +2.4% | -0.4% | +2.8% | +3.5% |
| 30D | -17.3% | -1.0% | -16.3% | -15.5% |
| 3M | -17.2% | +2.8% | -19.9% | -23.3% |
| 6M | -43.4% | +8.2% | -51.6% | -53.7% |
| YTD | -36.0% | +11.0% | -47.0% | -49.1% |
| All | -84.3% | +13.7% | -98.0% | -86.7% |
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