-95.2%
FRMI vs VLTO
+11.1%
-106.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +3.1% |
| 7D | -39.8% | +5.4% | -45.2% | -35.7% |
| 30D | -60.5% | +22.3% | -82.8% | -50.2% |
| 3M | -74.6% | +19.6% | -94.3% | -68.8% |
| 6M | -71.8% | +35.2% | -106.9% | -59.8% |
| YTD | -80.4% | +17.9% | -98.2% | -75.6% |
| 1Y | -93.9% | +19.5% | -113.4% | -92.2% |
| All | -95.2% | +11.1% | -106.3% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling