-95.2%
FRMI vs VT
+12.1%
-107.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.0% |
| 7D | -39.8% | -2.3% | -37.5% | -35.4% |
| 30D | -60.5% | -5.0% | -55.5% | -53.5% |
| 3M | -74.6% | -4.9% | -69.8% | -70.0% |
| 6M | -71.8% | -1.5% | -70.2% | -69.2% |
| YTD | -80.4% | +8.5% | -88.9% | -82.1% |
| 1Y | -93.9% | +11.4% | -105.3% | -94.3% |
| All | -95.2% | +12.1% | -107.2% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling