-82.4%
FRMI vs VLTO
-9.5%
-73.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +10.7% |
| 7D | +23.3% | -1.6% | +24.9% | +21.6% |
| 30D | -7.6% | -2.9% | -4.7% | -10.3% |
| 3M | +0.2% | +12.7% | -12.5% | +13.6% |
| 6M | -28.7% | +1.6% | -30.3% | -23.4% |
| YTD | -28.6% | -4.0% | -24.7% | -30.0% |
| All | -82.4% | -9.5% | -73.0% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling