-83.4%
FRMI vs VMC
-17.9%
-65.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +10.9% | -3.7% | +14.6% | +12.4% |
| 30D | -24.3% | -12.8% | -11.5% | -20.3% |
| 3M | -21.8% | -7.9% | -13.8% | -20.4% |
| 6M | -33.0% | -7.5% | -25.5% | -33.8% |
| YTD | -32.6% | -11.6% | -21.0% | -31.0% |
| All | -83.4% | -17.9% | -65.6% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling