+19.9%
VGT vs FRMI
-93.1%
+113.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.8% | +1.2% |
| 7D | -6.5% | -39.7% | +33.2% | -2.3% |
| 30D | -10.6% | -55.2% | +44.6% | -4.4% |
| 3M | -3.7% | -71.2% | +67.4% | +6.4% |
| 6M | +10.4% | -64.1% | +74.5% | +17.7% |
| YTD | +23.1% | -77.2% | +100.3% | +34.7% |
| 1Y | +19.9% | -93.2% | +113.1% | +46.6% |
| All | +19.9% | -93.1% | +113.0% | +46.6% |
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