+25.2%
VRT vs FRMI
-89.6%
+114.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +26.7% | -30.3% | -8.7% |
| 7D | +10.5% | +66.2% | -55.7% | -1.4% |
| 30D | -9.3% | -17.4% | +8.1% | -7.8% |
| 3M | -29.6% | -60.5% | +30.9% | -19.8% |
| 6M | -45.4% | -56.5% | +11.1% | -40.2% |
| YTD | +24.8% | -67.4% | +92.2% | +40.1% |
| 1Y | +23.6% | -85.1% | +108.7% | +52.3% |
| All | +25.2% | -89.6% | +114.8% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling