+34.3%
FANG vs FRMI
-93.1%
+127.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.6% | +5.6% | -5.0% |
| 7D | -11.3% | -39.7% | +28.4% | -11.7% |
| 30D | -0.7% | -55.2% | +54.5% | -1.5% |
| 3M | -4.2% | -71.2% | +67.0% | -5.4% |
| 6M | -13.5% | -64.1% | +50.6% | -14.9% |
| YTD | +23.7% | -77.2% | +101.0% | +21.6% |
| 1Y | +34.3% | -93.2% | +127.5% | +39.0% |
| All | +34.3% | -93.1% | +127.5% | +39.0% |
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