-92.0%
FRMI vs VMC
-8.5%
-83.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.6% | +27.3% | +26.9% |
| 7D | +66.2% | -1.3% | +67.5% | +66.7% |
| 30D | -17.4% | +15.5% | -32.9% | -22.5% |
| 3M | -60.5% | +0.6% | -61.0% | -60.8% |
| 6M | -56.5% | +2.1% | -58.6% | -58.0% |
| YTD | -67.4% | -1.6% | -65.8% | -68.1% |
| 1Y | -85.1% | -1.2% | -83.9% | -85.3% |
| All | -92.0% | -8.5% | -83.5% | -92.0% |
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