+40.4%
EW vs FRMI
-89.6%
+130.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.7% | -25.4% | +1.3% |
| 7D | +4.9% | +66.2% | -61.3% | +4.9% |
| 30D | +23.9% | -17.4% | +41.3% | +23.9% |
| 3M | +15.8% | -60.5% | +76.2% | +15.9% |
| 6M | +31.7% | -56.5% | +88.2% | +31.5% |
| YTD | +25.7% | -67.4% | +93.1% | +25.4% |
| 1Y | +24.4% | -85.1% | +109.5% | +24.0% |
| All | +40.4% | -89.6% | +130.0% | +38.8% |
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 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