+35.0%
B vs FRMI
-78.0%
+113.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.4% |
| 7D | +1.0% | +15.9% | -14.9% | -0.6% |
| 30D | +9.5% | -6.0% | +15.4% | +9.6% |
| 3M | +14.3% | -1.6% | +15.9% | +12.5% |
| 6M | -1.9% | -30.7% | +28.8% | -0.8% |
| YTD | +4.1% | -30.9% | +35.0% | +5.0% |
| All | +35.0% | -78.0% | +113.0% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling