-93.7%
FRMI vs VLTO
+11.5%
-105.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.1% | +14.9% | +12.6% |
| 7D | +34.6% | +0.8% | +33.8% | +35.8% |
| 30D | -44.6% | +18.7% | -63.3% | -32.2% |
| 3M | -72.9% | +21.7% | -94.6% | -66.0% |
| 6M | -62.3% | +35.8% | -98.2% | -46.2% |
| YTD | -74.3% | +18.3% | -92.5% | -67.9% |
| 1Y | -90.5% | +20.9% | -111.4% | -87.6% |
| All | -93.7% | +11.5% | -105.2% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling