-93.2%
FRMI vs VMC
+3.7%
-96.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.6% | -15.2% | -12.0% |
| 7D | -39.7% | +12.3% | -52.1% | -42.7% |
| 30D | -55.2% | +21.2% | -76.4% | -58.9% |
| 3M | -71.2% | +4.6% | -75.8% | -71.8% |
| 6M | -64.1% | +3.9% | -68.0% | -65.4% |
| YTD | -77.2% | +5.0% | -82.2% | -79.4% |
| 1Y | -93.2% | +2.6% | -95.8% | -93.6% |
| All | -93.2% | +3.7% | -96.9% | -93.6% |
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