-3.5%
VG vs FRMI
-68.7%
+65.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.1% |
| 7D | -22.0% | -39.8% | +17.8% | -22.5% |
| 30D | -11.6% | -60.5% | +48.8% | -14.3% |
| 3M | -14.9% | -74.6% | +59.8% | -19.4% |
| 6M | -3.5% | -71.8% | +68.2% | -4.8% |
| All | -3.5% | -68.7% | +65.1% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling