+6.1%
F vs FRMI
-93.8%
+99.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | +1.6% | -39.8% | +41.4% | +4.2% |
| 30D | +2.6% | -60.5% | +63.1% | +7.7% |
| 3M | -8.8% | -74.6% | +65.8% | -2.3% |
| 6M | +4.6% | -71.8% | +76.4% | +10.4% |
| YTD | -1.9% | -80.4% | +78.5% | +4.9% |
| 1Y | -0.8% | -93.9% | +93.1% | +9.3% |
| All | +6.1% | -93.8% | +99.9% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling