-83.1%
FRMI vs VTRS
+72.3%
-155.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.1% |
| 7D | +7.4% | -2.2% | +9.6% | +7.3% |
| 30D | -27.6% | +3.3% | -30.9% | -27.5% |
| 3M | -20.9% | +2.0% | -22.8% | -20.5% |
| 6M | -36.6% | +19.9% | -56.5% | -38.1% |
| YTD | -31.3% | +35.7% | -67.0% | -23.5% |
| All | -83.1% | +72.3% | -155.4% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling