-83.0%
FRMI price history and return analytics
+17.8%
-100.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -1.5% |
| 7D | +15.9% | -0.1% | +16.1% | +16.2% |
| 30D | -6.0% | -0.7% | -5.3% | -4.2% |
| 3M | -1.6% | +4.0% | -5.6% | -11.5% |
| 6M | -30.7% | +12.3% | -43.0% | -47.1% |
| YTD | -30.9% | +14.0% | -44.9% | -46.6% |
| All | -83.0% | +17.8% | -100.8% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling