-84.1%
FRMM vs VT
+13.0%
-97.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -11.6% |
| 7D | -11.9% | +0.4% | -12.3% | -12.3% |
| 30D | -35.7% | -2.6% | -33.1% | -30.6% |
| 3M | -52.2% | -3.2% | -48.9% | -47.3% |
| 6M | -37.5% | +0.9% | -38.5% | -38.7% |
| YTD | -41.2% | +11.3% | -52.5% | -54.1% |
| All | -84.1% | +13.0% | -97.2% | -88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling