-95.3%
FRMI vs VT
+14.4%
-109.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.8% | -5.9% |
| 7D | -24.3% | -0.1% | -24.2% | -23.5% |
| 30D | -55.1% | -3.1% | -52.0% | -49.9% |
| 3M | -73.8% | -3.5% | -70.3% | -70.3% |
| 6M | -70.6% | +0.5% | -71.0% | -69.6% |
| YTD | -80.8% | +10.8% | -91.5% | -83.4% |
| 1Y | -93.9% | +11.9% | -105.8% | -94.7% |
| All | -95.3% | +14.4% | -109.7% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling