+52.1%
FDX vs FRMI
-92.4%
+144.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +17.5% | -16.5% | +0.8% |
| 7D | -2.1% | -0.5% | -1.5% | -2.1% |
| 30D | +10.4% | -44.3% | +54.7% | +10.9% |
| 3M | +0.5% | -74.6% | +75.0% | +2.0% |
| 6M | +6.5% | -66.3% | +72.8% | +6.7% |
| YTD | +40.2% | -77.4% | +117.6% | +41.4% |
| 1Y | +52.1% | -91.7% | +143.8% | +54.8% |
| All | +52.1% | -92.4% | +144.5% | +54.8% |
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