-94.2%
FRMI vs VTEB
+0.7%
-94.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.4% | -16.3% | -17.5% |
| 7D | -46.5% | +1.2% | -47.7% | -49.8% |
| 30D | -63.8% | +4.2% | -68.0% | -71.1% |
| 3M | -75.3% | -0.5% | -74.8% | -72.7% |
| 6M | -69.0% | -0.6% | -68.5% | -66.0% |
| YTD | -80.9% | +0.3% | -81.1% | -81.1% |
| 1Y | -94.2% | +0.8% | -95.0% | -94.6% |
| All | -94.2% | +0.7% | -94.9% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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