+42.6%
C vs FRMI
-78.0%
+120.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +0.9% |
| 7D | +2.6% | +15.9% | -13.4% | +2.0% |
| 30D | +1.9% | -6.0% | +7.9% | +1.9% |
| 3M | +2.8% | -1.6% | +4.4% | +2.2% |
| 6M | +30.6% | -30.7% | +61.3% | +31.1% |
| YTD | +19.9% | -30.9% | +50.7% | +20.2% |
| All | +42.6% | -78.0% | +120.5% | +48.9% |
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