+15.2%
VZ vs FRMI
-91.8%
+107.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.8% | -13.9% | +0.1% |
| 7D | +0.9% | +34.6% | -33.7% | +1.3% |
| 30D | +6.9% | -44.6% | +51.6% | +6.4% |
| 3M | +0.6% | -72.9% | +73.5% | -0.4% |
| 6M | +0.3% | -62.3% | +62.6% | -0.4% |
| YTD | +21.9% | -74.3% | +96.1% | +20.0% |
| 1Y | +21.7% | -90.5% | +112.2% | +20.0% |
| All | +15.2% | -91.8% | +107.0% | +14.8% |
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