+14.3%
VT vs FRMI
-93.4%
+107.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.4% |
| 7D | +0.4% | -24.7% | +25.1% | +1.4% |
| 30D | -2.6% | -51.6% | +49.0% | -0.1% |
| 3M | -3.2% | -73.1% | +69.9% | +1.1% |
| 6M | +0.9% | -68.3% | +69.2% | +4.2% |
| YTD | +11.3% | -79.3% | +90.6% | +16.0% |
| 1Y | +14.0% | -93.2% | +107.2% | +20.2% |
| All | +14.3% | -93.4% | +107.7% | +20.3% |
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 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