+26.9%
C vs FRMI
-93.4%
+120.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.3% | +2.2% |
| 7D | -0.9% | -24.7% | +23.8% | -0.1% |
| 30D | -5.4% | -51.6% | +46.2% | -3.4% |
| 3M | -9.2% | -73.1% | +64.0% | -5.6% |
| 6M | -1.8% | -68.3% | +66.4% | +0.9% |
| YTD | +6.7% | -79.3% | +85.9% | +11.0% |
| 1Y | +23.5% | -93.2% | +116.7% | +33.0% |
| All | +26.9% | -93.4% | +120.3% | +37.5% |
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