-6.1%
F vs FRMI
-87.9%
+81.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.7% | -26.6% | -1.3% |
| 7D | -3.1% | +66.2% | -69.3% | -6.0% |
| 30D | 0.0% | -17.4% | +17.4% | +0.8% |
| 3M | -13.2% | -60.5% | +47.2% | -8.7% |
| 6M | -10.2% | -56.5% | +46.3% | -7.4% |
| YTD | -4.9% | -67.4% | +62.4% | -0.7% |
| 1Y | -6.1% | -85.1% | +79.0% | -1.8% |
| All | -6.1% | -87.9% | +81.9% | -1.8% |
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