+16.8%
F vs FRMI
-45.9%
+62.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.9% | +1.1% |
| 7D | +5.3% | +2.4% | +2.9% | +5.1% |
| 30D | +4.6% | -17.3% | +21.9% | +5.5% |
| 3M | -3.7% | -17.2% | +13.5% | -4.3% |
| 6M | +16.8% | -43.4% | +60.2% | +18.9% |
| All | +16.8% | -45.9% | +62.8% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling