+15.0%
VT vs FRMI
-92.8%
+107.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +17.5% | -16.4% | +0.4% |
| 7D | -0.7% | -0.5% | -0.1% | -0.8% |
| 30D | -1.7% | -44.3% | +42.6% | +0.1% |
| 3M | -2.3% | -74.6% | +72.3% | +2.2% |
| 6M | +1.5% | -66.3% | +67.8% | +4.4% |
| YTD | +12.0% | -77.4% | +89.4% | +16.2% |
| 1Y | +12.9% | -91.7% | +104.6% | +18.5% |
| All | +15.0% | -92.8% | +107.8% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling