+19.4%
F vs FRMI
-77.3%
+96.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +11.5% | -15.8% | -4.9% |
| 7D | +1.2% | +23.3% | -22.2% | -0.1% |
| 30D | +1.2% | -7.6% | +8.8% | +1.3% |
| 3M | -5.7% | +0.2% | -5.8% | -7.1% |
| 6M | +17.9% | -28.7% | +46.7% | +17.7% |
| YTD | +10.4% | -28.6% | +39.0% | +10.3% |
| All | +19.4% | -77.3% | +96.7% | +23.8% |
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 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