-100.0%
FRMM vs VT
+181.6%
-281.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.1% |
| 7D | -7.1% | -0.3% | -6.8% | -6.8% |
| 30D | -25.9% | -1.4% | -24.5% | -24.7% |
| 3M | -39.7% | -1.4% | -38.3% | -38.7% |
| 6M | -35.9% | +5.5% | -41.3% | -38.4% |
| YTD | -28.2% | +12.8% | -41.0% | -33.6% |
| 1Y | -77.1% | +15.4% | -92.5% | -79.2% |
| 3Y | -95.7% | +76.9% | -172.5% | -96.9% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +181.6% | -281.6% | -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