+4.7%
F vs FRMI
-93.9%
+98.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.2% | +5.3% | -1.5% |
| 7D | -0.2% | -24.3% | +24.1% | +1.2% |
| 30D | +0.9% | -55.1% | +56.0% | +5.1% |
| 3M | -11.3% | -73.8% | +62.5% | -5.2% |
| 6M | +2.0% | -70.6% | +72.6% | +7.4% |
| YTD | -3.2% | -80.8% | +77.6% | +3.6% |
| 1Y | -3.5% | -93.9% | +90.5% | +6.4% |
| All | +4.7% | -93.9% | +98.6% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling