+3.4%
EXC vs FRMI
-93.1%
+96.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.6% | +12.2% | +1.5% |
| 7D | +3.3% | -39.7% | +43.0% | +2.9% |
| 30D | +13.3% | -55.2% | +68.5% | +12.7% |
| 3M | +1.8% | -71.2% | +73.0% | +1.1% |
| 6M | +1.1% | -64.1% | +65.2% | +0.6% |
| YTD | +9.0% | -77.2% | +86.3% | +8.7% |
| 1Y | +3.4% | -93.2% | +96.5% | +7.4% |
| All | +3.4% | -93.1% | +96.5% | +7.4% |
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