-4.9%
EQT vs FRMI
-93.1%
+88.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.6% | +7.4% | -3.0% |
| 7D | -6.6% | -39.7% | +33.2% | -5.7% |
| 30D | +2.7% | -55.2% | +57.9% | +4.1% |
| 3M | -0.2% | -71.2% | +71.0% | +1.7% |
| 6M | -10.6% | -64.1% | +53.5% | -9.9% |
| YTD | -1.2% | -77.2% | +76.1% | +0.2% |
| 1Y | -4.9% | -93.2% | +88.3% | +3.4% |
| All | -4.9% | -93.1% | +88.3% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling