+29.1%
VGT vs FRMI
-78.1%
+107.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | -0.2% | +7.4% | -7.6% | -0.8% |
| 30D | -0.4% | -27.6% | +27.2% | +1.8% |
| 3M | +4.4% | -20.9% | +25.3% | +5.1% |
| 6M | +32.1% | -36.6% | +68.7% | +33.3% |
| YTD | +28.8% | -31.3% | +60.0% | +28.7% |
| All | +29.1% | -78.1% | +107.2% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling