-35.8%
FRMI vs VO
+12.9%
-48.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.6% | +5.8% |
| 7D | +2.4% | -0.3% | +2.7% | +3.0% |
| 30D | -17.3% | -0.3% | -16.9% | -16.6% |
| 3M | -17.2% | +2.9% | -20.1% | -20.2% |
| All | -35.8% | +12.9% | -48.7% | -46.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling