-100.0%
FRMM vs VT
+187.8%
-287.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.1% |
| 7D | -9.4% | +0.4% | -9.8% | -9.7% |
| 30D | -14.8% | +1.0% | -15.7% | -15.4% |
| 3M | +6.8% | +2.4% | +4.5% | +4.5% |
| 6M | +61.4% | +12.0% | +49.4% | +47.8% |
| YTD | +8.4% | +15.3% | -7.0% | -2.3% |
| 1Y | -78.1% | +22.6% | -100.6% | -80.9% |
| 3Y | -95.8% | +74.7% | -170.5% | -97.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +187.8% | -287.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling