-93.2%
FRMI vs VYM
+21.8%
-114.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.2% | -11.8% | -14.0% |
| 7D | -39.7% | +1.2% | -40.9% | -41.9% |
| 30D | -55.2% | +5.2% | -60.4% | -61.6% |
| 3M | -71.2% | +0.5% | -71.7% | -71.7% |
| 6M | -64.1% | +7.7% | -71.8% | -72.1% |
| YTD | -77.2% | +17.2% | -94.4% | -86.5% |
| 1Y | -93.2% | +21.7% | -114.8% | -96.1% |
| All | -93.2% | +21.8% | -114.9% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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