-10.0%
VG vs FRMI
-89.6%
+79.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +26.7% | -27.6% | -1.9% |
| 7D | +14.0% | +66.2% | -52.3% | +11.5% |
| 30D | -1.0% | -17.4% | +16.4% | -1.6% |
| 3M | -2.7% | -60.5% | +57.8% | -2.7% |
| 6M | +1.5% | -56.5% | +58.0% | +0.2% |
| YTD | +93.7% | -67.4% | +161.1% | +93.8% |
| 1Y | +68.5% | -85.1% | +153.6% | +70.0% |
| All | -10.0% | -89.6% | +79.6% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling