-100.0%
FRMM vs VT
+170.1%
-270.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.6% | -10.0% |
| 7D | -18.1% | -4.2% | -13.9% | -14.5% |
| 30D | -37.3% | -5.8% | -31.5% | -33.4% |
| 3M | -51.2% | -5.2% | -46.0% | -48.3% |
| 6M | -38.1% | +0.1% | -38.2% | -37.4% |
| YTD | -38.0% | +8.2% | -46.2% | -40.3% |
| 1Y | -81.7% | +10.1% | -91.8% | -82.6% |
| 3Y | -96.3% | +69.7% | -165.9% | -97.2% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +170.1% | -270.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling