-83.1%
FRMI vs VO
+11.8%
-94.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +0.4% |
| 7D | +7.4% | -1.5% | +8.9% | +10.8% |
| 30D | -27.6% | -3.0% | -24.6% | -22.9% |
| 3M | -20.9% | +2.8% | -23.7% | -25.0% |
| 6M | -36.6% | +10.9% | -47.5% | -48.8% |
| YTD | -31.3% | +12.5% | -43.7% | -42.9% |
| All | -83.1% | +11.8% | -94.9% | -86.2% |
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