-34.9%
VST vs FRMI
-93.1%
+58.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -10.6% | -3.3% | -12.2% |
| 7D | -15.7% | -39.7% | +24.0% | -9.4% |
| 30D | -17.0% | -55.2% | +38.2% | -7.3% |
| 3M | -15.9% | -71.2% | +55.3% | -1.1% |
| 6M | -25.0% | -64.1% | +39.1% | -17.0% |
| YTD | -25.1% | -77.2% | +52.1% | -12.0% |
| 1Y | -34.9% | -93.2% | +58.3% | -7.3% |
| All | -34.9% | -93.1% | +58.3% | -7.3% |
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 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