+14.6%
VXUS vs FRMI
-89.6%
+104.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.7% | -26.7% | -1.2% |
| 7D | +2.1% | +66.2% | -64.1% | -0.5% |
| 30D | -1.1% | -17.4% | +16.3% | -0.8% |
| 3M | -5.6% | -60.5% | +54.8% | -2.4% |
| 6M | -2.3% | -56.5% | +54.2% | 0.0% |
| YTD | +10.4% | -67.4% | +77.7% | +13.5% |
| 1Y | +13.1% | -85.1% | +98.1% | +17.2% |
| All | +14.6% | -89.6% | +104.2% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling