-83.1%
FRMI vs VTEB
-0.2%
-82.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | -0.2% |
| 7D | +7.4% | -0.9% | +8.3% | +14.2% |
| 30D | -27.6% | -2.5% | -25.1% | -14.2% |
| 3M | -20.9% | -3.0% | -17.9% | -3.3% |
| 6M | -36.6% | -2.1% | -34.5% | -24.1% |
| YTD | -31.3% | -1.5% | -29.8% | -24.6% |
| All | -83.1% | -0.2% | -82.9% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling