-84.3%
FRMI vs VTEB
+0.8%
-85.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.1% |
| 7D | +2.4% | -0.8% | +3.2% | +8.0% |
| 30D | -17.3% | -1.3% | -15.9% | -9.2% |
| 3M | -17.2% | -2.1% | -15.0% | -4.4% |
| 6M | -43.4% | -1.7% | -41.7% | -33.4% |
| YTD | -36.0% | -0.6% | -35.4% | -34.0% |
| All | -84.3% | +0.8% | -85.0% | -85.5% |
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