-92.0%
FRMI vs VO
+13.4%
-105.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | 0.0% | +26.7% | +26.7% |
| 7D | +66.2% | +3.1% | +63.1% | +54.9% |
| 30D | -17.4% | +2.2% | -19.6% | -20.5% |
| 3M | -60.5% | -2.5% | -58.0% | -57.6% |
| 6M | -56.5% | +7.0% | -63.5% | -61.5% |
| YTD | -67.4% | +14.0% | -81.4% | -73.2% |
| 1Y | -85.1% | +15.6% | -100.7% | -87.5% |
| All | -92.0% | +13.4% | -105.4% | -93.5% |
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 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