+14.6%
B vs FRMI
-91.8%
+106.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +13.8% | -16.9% | -4.5% |
| 7D | -6.2% | +34.6% | -40.8% | -9.2% |
| 30D | -6.6% | -44.6% | +38.0% | -1.4% |
| 3M | -7.9% | -72.9% | +65.0% | +4.3% |
| 6M | -16.8% | -62.3% | +45.5% | -10.6% |
| YTD | -11.7% | -74.3% | +62.6% | -2.0% |
| 1Y | +3.5% | -90.5% | +94.0% | +23.5% |
| All | +14.6% | -91.8% | +106.4% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling