-25.1%
VST vs FRMI
-92.4%
+67.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +17.5% | -15.8% | -1.1% |
| 7D | +10.9% | -0.5% | +11.5% | +10.7% |
| 30D | -15.6% | -44.3% | +28.7% | -8.8% |
| 3M | -7.8% | -74.6% | +66.8% | +10.0% |
| 6M | -12.0% | -66.3% | +54.3% | -1.7% |
| YTD | -16.9% | -77.4% | +60.5% | -2.7% |
| 1Y | -25.1% | -91.7% | +66.7% | +1.8% |
| All | -25.1% | -92.4% | +67.3% | +1.8% |
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