+23.3%
VZ vs FRMI
-93.3%
+116.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.9% |
| 7D | +2.2% | -24.7% | +27.0% | +1.7% |
| 30D | +10.6% | -51.6% | +62.2% | +9.3% |
| 3M | -0.6% | -73.1% | +72.5% | -2.6% |
| 6M | +0.7% | -68.3% | +69.0% | -0.7% |
| YTD | +20.6% | -79.3% | +99.9% | +17.4% |
| All | +23.3% | -93.3% | +116.5% | +16.2% |
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