-0.8%
VCIT vs FRMI
-93.8%
+92.9%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | +0.1% | -39.8% | +39.9% | +0.4% |
| 30D | +1.9% | -60.5% | +62.4% | +2.4% |
| 3M | -1.4% | -74.6% | +73.2% | -0.8% |
| 6M | -2.1% | -71.8% | +69.6% | -1.5% |
| YTD | -1.6% | -80.4% | +78.7% | -1.0% |
| 1Y | -0.9% | -93.9% | +93.0% | 0.0% |
| All | -0.8% | -93.8% | +92.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling