+24.4%
EW vs FRMI
-87.9%
+112.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.7% | -25.4% | +1.2% |
| 7D | +4.9% | +66.2% | -61.3% | +4.7% |
| 30D | +23.9% | -17.4% | +41.3% | +23.9% |
| 3M | +15.8% | -60.5% | +76.2% | +16.3% |
| 6M | +31.7% | -56.5% | +88.2% | +31.6% |
| YTD | +25.7% | -67.4% | +93.1% | +25.2% |
| 1Y | +24.4% | -85.1% | +109.5% | +25.6% |
| All | +24.4% | -87.9% | +112.4% | +25.6% |
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