+22.3%
ALL vs FRMI
-45.9%
+68.3%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.7% | -1.1% |
| 7D | 0.0% | +2.4% | -2.4% | +0.1% |
| 30D | -1.5% | -17.3% | +15.8% | -2.0% |
| 3M | +23.6% | -17.2% | +40.8% | +22.4% |
| 6M | +22.3% | -43.4% | +65.7% | +18.9% |
| All | +22.3% | -45.9% | +68.3% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling