-21.0%
VG vs FRMI
-93.8%
+72.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | -22.0% | -39.8% | +17.8% | -20.9% |
| 30D | -11.6% | -60.5% | +48.8% | -10.0% |
| 3M | -14.9% | -74.6% | +59.8% | -13.0% |
| 6M | -3.5% | -71.8% | +68.2% | -3.2% |
| YTD | +70.0% | -80.4% | +150.3% | +73.8% |
| 1Y | +50.0% | -93.9% | +143.9% | +51.1% |
| All | -21.0% | -93.8% | +72.7% | -22.0% |
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