+41.5%
C vs FRMI
-77.3%
+118.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.2% | -1.1% |
| 7D | +3.2% | +23.3% | -20.2% | +2.4% |
| 30D | +1.3% | -7.6% | +8.9% | +1.4% |
| 3M | +3.1% | +0.2% | +2.9% | +2.5% |
| 6M | +29.6% | -28.7% | +58.3% | +30.0% |
| YTD | +19.0% | -28.6% | +47.6% | +19.2% |
| All | +41.5% | -77.3% | +118.7% | +47.6% |
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