+13.5%
VT vs FRMI
-92.3%
+105.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.7% | +7.7% | +0.4% |
| 7D | -1.6% | -22.3% | +20.7% | -0.6% |
| 30D | -2.5% | -49.5% | +47.0% | +0.2% |
| 3M | -1.3% | -66.3% | +65.0% | +2.8% |
| 6M | +3.1% | -60.6% | +63.7% | +5.8% |
| YTD | +10.9% | -74.6% | +85.5% | +15.3% |
| All | +13.5% | -92.3% | +105.8% | +23.5% |
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 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