-83.4%
FRMI vs VIG
+11.7%
-95.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.4% |
| 7D | +10.9% | -2.2% | +13.1% | +16.9% |
| 30D | -24.3% | -3.2% | -21.1% | -18.2% |
| 3M | -21.8% | +3.0% | -24.8% | -28.7% |
| 6M | -33.0% | +8.1% | -41.2% | -45.6% |
| YTD | -32.6% | +9.1% | -41.7% | -44.1% |
| All | -83.4% | +11.7% | -95.1% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling