+9.5%
VUG vs FRMI
-78.0%
+87.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | +0.1% | +15.9% | -15.8% | -0.6% |
| 30D | -1.7% | -6.0% | +4.3% | -1.7% |
| 3M | +2.8% | -1.6% | +4.4% | +1.9% |
| 6M | +13.6% | -30.7% | +44.3% | +13.4% |
| YTD | +8.1% | -30.9% | +38.9% | +7.7% |
| All | +9.5% | -78.0% | +87.5% | +12.1% |
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