-84.3%
FRMI vs VMC
-13.9%
-70.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +5.0% |
| 7D | +2.4% | -4.3% | +6.7% | +4.2% |
| 30D | -17.3% | -8.2% | -9.0% | -14.5% |
| 3M | -17.2% | -7.0% | -10.1% | -15.7% |
| 6M | -43.4% | -10.8% | -32.6% | -40.7% |
| YTD | -36.0% | -7.4% | -28.6% | -35.6% |
| All | -84.3% | -13.9% | -70.3% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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