+22.6%
ALL vs FRMI
-77.3%
+99.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.5% | -13.9% | -1.8% |
| 7D | -1.7% | +23.3% | -25.0% | -0.7% |
| 30D | -4.7% | -7.6% | +2.9% | -4.7% |
| 3M | +18.4% | +0.2% | +18.2% | +19.0% |
| 6M | +20.5% | -28.7% | +49.2% | +20.0% |
| YTD | +23.5% | -28.6% | +52.2% | +23.7% |
| All | +22.6% | -77.3% | +99.9% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling