+17.4%
FAST vs FRMI
-93.4%
+110.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.8% | +3.1% |
| 7D | +3.8% | -24.7% | +28.6% | +3.5% |
| 30D | +8.1% | -51.6% | +59.7% | +7.1% |
| 3M | +5.8% | -73.1% | +78.9% | +4.4% |
| 6M | +24.9% | -68.3% | +93.1% | +23.7% |
| YTD | +38.9% | -79.3% | +118.2% | +37.7% |
| 1Y | +36.5% | -93.2% | +129.7% | +29.8% |
| All | +17.4% | -93.4% | +110.8% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling