-1.5%
VG vs FRMI
-79.6%
+78.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.8% | -0.5% |
| 7D | +1.7% | +2.4% | -0.7% | +1.7% |
| 30D | +16.0% | -17.3% | +33.3% | +16.3% |
| 3M | +9.7% | -17.2% | +26.9% | +9.3% |
| 6M | +29.6% | -43.4% | +72.9% | +31.8% |
| YTD | +112.0% | -36.0% | +148.0% | +112.5% |
| All | -1.5% | -79.6% | +78.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling