+12.9%
EW vs FRMI
-78.0%
+90.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.6% |
| 7D | -5.1% | +15.9% | -21.0% | -5.1% |
| 30D | -6.4% | -6.0% | -0.4% | -6.3% |
| 3M | -1.6% | -1.6% | 0.0% | -1.7% |
| 6M | +2.3% | -30.7% | +33.0% | +2.2% |
| YTD | +1.1% | -30.9% | +32.0% | +0.9% |
| All | +12.9% | -78.0% | +90.9% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling