-100.0%
FRMM vs VT
+53.4%
-153.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.4% |
| 7D | -11.9% | -2.3% | -9.6% | -7.8% |
| 30D | -36.1% | -5.0% | -31.1% | -29.7% |
| 3M | -50.2% | -4.9% | -45.3% | -45.1% |
| 6M | -36.7% | -1.5% | -35.1% | -34.1% |
| YTD | -38.0% | +8.5% | -46.4% | -43.3% |
| 1Y | -81.0% | +11.4% | -92.3% | -83.2% |
| 3Y | -96.0% | +70.1% | -166.1% | -97.8% |
| All | -100.0% | +53.4% | -153.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling