+15.0%
VWO vs FRMI
-79.6%
+94.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.5% |
| 7D | +1.1% | +2.4% | -1.3% | +0.9% |
| 30D | +2.4% | -17.3% | +19.7% | +3.0% |
| 3M | +2.0% | -17.2% | +19.1% | +2.1% |
| 6M | +10.7% | -43.4% | +54.0% | +11.7% |
| YTD | +14.4% | -36.0% | +50.4% | +14.9% |
| All | +15.0% | -79.6% | +94.7% | +16.6% |
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 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