-1.5%
CI vs FRMI
-78.6%
+77.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -1.3% | +10.9% | -12.2% | -1.2% |
| 30D | +3.1% | -24.3% | +27.4% | +2.9% |
| 3M | -4.5% | -21.8% | +17.3% | -4.7% |
| 6M | +8.3% | -33.0% | +41.3% | +7.8% |
| YTD | +3.8% | -32.6% | +36.4% | +3.6% |
| All | -1.5% | -78.6% | +77.1% | -3.5% |
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 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