+50.9%
DE vs FRMI
-78.1%
+129.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.3% |
| 7D | -2.6% | +7.4% | -10.0% | -2.7% |
| 30D | +9.0% | -27.6% | +36.7% | +9.5% |
| 3M | +19.1% | -20.9% | +40.0% | +19.4% |
| 6M | +14.4% | -36.6% | +51.0% | +14.7% |
| YTD | +45.9% | -31.3% | +77.2% | +47.0% |
| All | +50.9% | -78.1% | +129.0% | +46.5% |
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