+13.8%
VRT vs FRMI
-93.1%
+106.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -10.6% | -2.3% | -10.6% |
| 7D | -15.4% | -39.7% | +24.3% | -6.1% |
| 30D | -19.0% | -55.2% | +36.2% | -5.4% |
| 3M | -23.8% | -71.2% | +47.3% | -4.2% |
| 6M | -37.9% | -64.1% | +26.2% | -27.5% |
| YTD | +27.0% | -77.2% | +104.2% | +57.9% |
| 1Y | +13.8% | -93.2% | +107.0% | +92.4% |
| All | +13.8% | -93.1% | +106.9% | +92.4% |
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