-93.2%
FRMI vs VSH
+62.1%
-155.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.1% | -5.5% | -7.8% |
| 7D | -39.7% | -13.6% | -26.1% | -34.6% |
| 30D | -55.2% | -30.4% | -24.8% | -45.4% |
| 3M | -71.2% | -33.3% | -37.9% | -64.7% |
| 6M | -64.1% | -15.1% | -49.0% | -68.4% |
| YTD | -77.2% | +80.2% | -157.5% | -89.3% |
| 1Y | -93.2% | +63.4% | -156.5% | -96.5% |
| All | -93.2% | +62.1% | -155.2% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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