+11.9%
VT vs FRMI
-90.8%
+102.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.8% | -14.4% | -1.3% |
| 7D | +2.9% | +34.6% | -31.8% | +1.3% |
| 30D | -2.5% | -44.6% | +42.1% | -0.4% |
| 3M | -3.3% | -72.9% | +69.6% | +1.5% |
| 6M | +1.5% | -62.3% | +63.9% | +4.2% |
| YTD | +11.4% | -74.3% | +85.6% | +15.4% |
| 1Y | +11.9% | -90.5% | +102.4% | +19.7% |
| All | +11.9% | -90.8% | +102.7% | +19.7% |
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 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