+8.9%
VUG vs FRMI
-78.6%
+87.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -1.9% | +10.9% | -12.8% | -2.3% |
| 30D | -1.6% | -24.3% | +22.7% | -0.6% |
| 3M | +4.4% | -21.8% | +26.2% | +4.7% |
| 6M | +13.2% | -33.0% | +46.2% | +13.2% |
| YTD | +7.5% | -32.6% | +40.1% | +7.2% |
| All | +8.9% | -78.6% | +87.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling