-1.0%
EQT vs FRMI
-78.6%
+77.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -1.2% | +10.9% | -12.1% | -1.2% |
| 30D | +1.1% | -24.3% | +25.4% | +1.3% |
| 3M | +4.8% | -21.8% | +26.6% | +4.9% |
| 6M | -10.6% | -33.0% | +22.5% | -10.8% |
| YTD | +3.4% | -32.6% | +36.1% | +3.3% |
| All | -1.0% | -78.6% | +77.6% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling