-84.3%
FRMI vs VO
+13.6%
-97.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.6% | +5.8% |
| 7D | +2.4% | -0.3% | +2.7% | +3.1% |
| 30D | -17.3% | -0.3% | -16.9% | -16.6% |
| 3M | -17.2% | +2.9% | -20.1% | -21.6% |
| 6M | -43.4% | +9.3% | -52.7% | -52.8% |
| YTD | -36.0% | +14.2% | -50.2% | -48.5% |
| All | -84.3% | +13.6% | -97.8% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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