+13.8%
B vs FRMI
-89.6%
+103.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +26.7% | -27.4% | -3.1% |
| 7D | -7.3% | +66.2% | -73.6% | -12.3% |
| 30D | -3.3% | -17.4% | +14.1% | -2.1% |
| 3M | -7.8% | -60.5% | +52.7% | +0.4% |
| 6M | -15.5% | -56.5% | +41.0% | -10.4% |
| YTD | -12.3% | -67.4% | +55.1% | -5.1% |
| 1Y | +5.4% | -85.1% | +90.5% | +20.6% |
| All | +13.8% | -89.6% | +103.5% | +35.6% |
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