+40.5%
ALL vs FRMI
-93.1%
+133.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.6% | +13.5% | +2.4% |
| 7D | +7.5% | -39.7% | +47.3% | +5.0% |
| 30D | +19.7% | -55.2% | +74.9% | +15.6% |
| 3M | +2.9% | -71.2% | +74.1% | -2.3% |
| 6M | +23.5% | -64.1% | +87.6% | +18.8% |
| YTD | +31.1% | -77.2% | +108.4% | +24.7% |
| 1Y | +40.5% | -93.2% | +133.6% | +29.4% |
| All | +40.5% | -93.1% | +133.6% | +29.4% |
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