-83.0%
FRMI vs VO
+12.0%
-95.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -1.5% |
| 7D | +15.9% | -0.6% | +16.5% | +17.2% |
| 30D | -6.0% | -1.9% | -4.0% | -2.0% |
| 3M | -1.6% | +3.3% | -4.9% | -8.2% |
| 6M | -30.7% | +9.7% | -40.4% | -42.8% |
| YTD | -30.9% | +12.6% | -43.5% | -42.8% |
| All | -83.0% | +12.0% | -95.0% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling