+64.4%
VG vs FRMI
-90.8%
+155.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.8% | -9.1% | +4.0% |
| 7D | +15.1% | +34.6% | -19.5% | +13.2% |
| 30D | -4.2% | -44.6% | +40.4% | -2.9% |
| 3M | -3.1% | -72.9% | +69.8% | -0.6% |
| 6M | +0.3% | -62.3% | +62.7% | -0.5% |
| YTD | +95.5% | -74.3% | +169.7% | +98.7% |
| 1Y | +64.4% | -90.5% | +155.0% | +94.7% |
| All | +64.4% | -90.8% | +155.2% | +94.7% |
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