-0.8%
VCIT vs FRMI
-93.4%
+92.6%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.7% | 0.0% |
| 7D | +0.7% | -24.7% | +25.4% | +0.9% |
| 30D | +1.8% | -51.6% | +53.4% | +2.2% |
| 3M | -1.6% | -73.1% | +71.6% | -0.9% |
| 6M | -2.1% | -68.3% | +66.2% | -1.5% |
| YTD | -1.6% | -79.3% | +77.7% | -1.0% |
| 1Y | -0.8% | -93.2% | +92.4% | +0.1% |
| All | -0.8% | -93.4% | +92.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling