+28.9%
VGT vs FRMI
-78.0%
+106.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.1% |
| 7D | +1.5% | +15.9% | -14.5% | +0.3% |
| 30D | +0.5% | -6.0% | +6.5% | +0.5% |
| 3M | +5.3% | -1.6% | +6.9% | +4.0% |
| 6M | +32.4% | -30.7% | +63.1% | +32.8% |
| YTD | +28.6% | -30.9% | +59.5% | +28.5% |
| All | +28.9% | -78.0% | +106.9% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling