+12.2%
VWO vs FRMI
-78.6%
+90.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -1.7% | +10.9% | -12.6% | -2.2% |
| 30D | -0.3% | -24.3% | +24.0% | +0.7% |
| 3M | +4.0% | -21.8% | +25.7% | +4.4% |
| 6M | +8.1% | -33.0% | +41.2% | +8.4% |
| YTD | +11.6% | -32.6% | +44.3% | +11.9% |
| All | +12.2% | -78.6% | +90.8% | +13.5% |
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