+53.7%
VRT vs FRMI
-78.6%
+132.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -5.2% |
| 7D | -7.7% | +10.9% | -18.6% | -9.2% |
| 30D | -12.0% | -24.3% | +12.3% | -8.4% |
| 3M | -11.7% | -21.8% | +10.1% | -9.9% |
| 6M | -8.1% | -33.0% | +25.0% | -5.7% |
| YTD | +53.2% | -32.6% | +85.9% | +55.4% |
| All | +53.7% | -78.6% | +132.2% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling