-83.4%
FRMI vs VO
+11.0%
-94.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -0.6% |
| 7D | +10.9% | -2.5% | +13.4% | +16.7% |
| 30D | -24.3% | -3.2% | -21.1% | -19.0% |
| 3M | -21.8% | +3.9% | -25.7% | -27.4% |
| 6M | -33.0% | +9.6% | -42.7% | -44.7% |
| YTD | -32.6% | +11.6% | -44.2% | -43.1% |
| All | -83.4% | +11.0% | -94.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling