-2.6%
EQT vs FRMI
-78.1%
+75.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.6% |
| 7D | -2.0% | +7.4% | -9.4% | -2.0% |
| 30D | 0.0% | -27.6% | +27.7% | +0.3% |
| 3M | +5.9% | -20.9% | +26.8% | +6.0% |
| 6M | -14.8% | -36.6% | +21.8% | -15.1% |
| YTD | +1.8% | -31.3% | +33.0% | +1.6% |
| All | -2.6% | -78.1% | +75.5% | -6.3% |
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