-84.3%
FRMI vs VLTO
-8.7%
-75.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +3.8% |
| 7D | +2.4% | -2.3% | +4.7% | 0.0% |
| 30D | -17.3% | -0.9% | -16.4% | -18.1% |
| 3M | -17.2% | +13.8% | -31.0% | -5.1% |
| 6M | -43.4% | +2.0% | -45.4% | -38.8% |
| YTD | -36.0% | -3.2% | -32.8% | -36.7% |
| All | -84.3% | -8.7% | -75.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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