-93.2%
FRMI vs VTRS
+90.6%
-183.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.6% | -12.2% | -10.6% |
| 7D | -39.7% | +2.4% | -42.1% | -39.7% |
| 30D | -55.2% | +9.1% | -64.3% | -55.0% |
| 3M | -71.2% | +9.4% | -80.6% | -71.1% |
| 6M | -64.1% | +28.3% | -92.4% | -64.4% |
| YTD | -77.2% | +58.0% | -135.3% | -75.4% |
| 1Y | -93.2% | +89.7% | -182.9% | -91.9% |
| All | -93.2% | +90.6% | -183.8% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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