-82.4%
FRMI vs VMC
-15.3%
-67.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.6% | +13.2% | +12.1% |
| 7D | +23.3% | -0.5% | +23.9% | +23.5% |
| 30D | -7.6% | -9.1% | +1.5% | -4.2% |
| 3M | +0.2% | -4.1% | +4.3% | -0.4% |
| 6M | -28.7% | -5.5% | -23.2% | -29.8% |
| YTD | -28.6% | -8.9% | -19.7% | -27.8% |
| All | -82.4% | -15.3% | -67.1% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling