-93.2%
FRMI vs VO
+16.3%
-109.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.9% | -11.4% | -13.0% |
| 7D | -39.7% | +1.0% | -40.7% | -41.6% |
| 30D | -55.2% | +2.6% | -57.8% | -58.2% |
| 3M | -71.2% | -0.3% | -70.9% | -70.8% |
| 6M | -64.1% | +7.6% | -71.7% | -70.7% |
| YTD | -77.2% | +14.7% | -92.0% | -84.5% |
| 1Y | -93.2% | +16.4% | -109.6% | -95.3% |
| All | -93.2% | +16.3% | -109.4% | -95.3% |
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