-82.4%
FRMI vs VSH
+109.4%
-191.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.0% | +12.6% | +12.0% |
| 7D | +23.3% | +6.2% | +17.1% | +19.9% |
| 30D | -7.6% | -11.1% | +3.5% | -2.4% |
| 3M | +0.2% | -44.9% | +45.1% | +25.7% |
| 6M | -28.7% | +90.0% | -118.7% | -57.1% |
| YTD | -28.6% | +118.8% | -147.4% | -58.6% |
| All | -82.4% | +109.4% | -191.8% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling