+35.5%
B vs FRMI
-79.6%
+115.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.6% | -2.8% |
| 7D | -1.6% | +2.4% | -4.0% | -1.9% |
| 30D | +9.4% | -17.3% | +26.7% | +11.1% |
| 3M | +5.0% | -17.2% | +22.1% | +5.4% |
| 6M | -3.5% | -43.4% | +39.8% | -0.1% |
| YTD | +4.5% | -36.0% | +40.5% | +6.3% |
| All | +35.5% | -79.6% | +115.2% | +52.0% |
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