-84.3%
FRMI vs VNQ
+8.1%
-92.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | +2.4% | -1.3% | +3.7% | +2.8% |
| 30D | -17.3% | -2.9% | -14.4% | -16.4% |
| 3M | -17.2% | +0.8% | -17.9% | -18.2% |
| 6M | -43.4% | +2.5% | -45.8% | -45.4% |
| YTD | -36.0% | +10.6% | -46.6% | -36.2% |
| All | -84.3% | +8.1% | -92.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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