+11.1%
VT vs FRMI
-93.9%
+105.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.9% | +11.9% | -3.4% |
| 7D | -4.2% | -46.5% | +42.3% | -2.0% |
| 30D | -5.8% | -63.8% | +58.0% | -2.4% |
| 3M | -5.2% | -75.3% | +70.0% | -0.7% |
| 6M | +0.1% | -69.0% | +69.2% | +3.4% |
| YTD | +8.2% | -80.9% | +89.1% | +13.2% |
| 1Y | +10.1% | -94.2% | +104.3% | +16.4% |
| All | +11.1% | -93.9% | +105.0% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling