+13.1%
VZ vs FRMI
-93.8%
+106.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | +2.1% | -39.8% | +42.0% | +1.6% |
| 30D | +1.4% | -60.5% | +61.8% | +0.5% |
| 3M | -1.3% | -74.6% | +73.4% | -2.5% |
| 6M | -0.5% | -71.8% | +71.2% | -1.6% |
| YTD | +19.6% | -80.4% | +100.0% | +17.3% |
| 1Y | +22.4% | -93.9% | +116.3% | +20.7% |
| All | +13.1% | -93.8% | +106.8% | +12.3% |
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