+27.2%
C vs FRMI
-93.9%
+121.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.5% | +0.5% |
| 7D | -0.4% | -24.3% | +24.0% | +0.5% |
| 30D | -5.2% | -55.1% | +49.9% | -3.0% |
| 3M | -9.1% | -73.8% | +64.7% | -5.4% |
| 6M | -1.6% | -70.6% | +69.0% | +1.5% |
| YTD | +6.9% | -80.8% | +87.7% | +11.6% |
| 1Y | +23.0% | -93.9% | +116.9% | +32.9% |
| All | +27.2% | -93.9% | +121.1% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling