-33.6%
VST vs FRMI
-89.6%
+56.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +26.7% | -27.8% | -4.8% |
| 7D | +6.6% | +66.2% | -59.7% | -1.7% |
| 30D | -12.4% | -17.4% | +5.0% | -11.5% |
| 3M | -9.0% | -60.5% | +51.5% | +0.2% |
| 6M | -6.4% | -56.5% | +50.1% | -0.4% |
| YTD | -17.2% | -67.4% | +50.2% | -9.6% |
| 1Y | -22.0% | -85.1% | +63.1% | -9.5% |
| All | -33.6% | -89.6% | +56.0% | -20.7% |
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