-95.8%
FRMM vs VT
+75.0%
-170.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.1% |
| 7D | -9.4% | +0.4% | -9.8% | -10.1% |
| 30D | -14.8% | +1.0% | -15.7% | -16.4% |
| 3M | +6.8% | +2.4% | +4.5% | +1.0% |
| 6M | +61.4% | +12.0% | +49.4% | +28.6% |
| YTD | +8.4% | +15.3% | -7.0% | -17.2% |
| 1Y | -78.1% | +22.6% | -100.6% | -84.8% |
| All | -95.8% | +75.0% | -170.7% | -97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling