-60.5%
FRMI vs VMC
-1.0%
-59.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.6% | +27.3% | +26.7% |
| 7D | +66.2% | -1.3% | +67.5% | +66.0% |
| 30D | -17.4% | +15.5% | -32.9% | -24.0% |
| 3M | -60.5% | +0.6% | -61.0% | -61.4% |
| All | -60.5% | -1.0% | -59.5% | -61.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling