-56.4%
FICO vs FRMI
-93.1%
+36.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.6% | +7.3% | -4.1% |
| 7D | +0.4% | -39.7% | +40.1% | -3.5% |
| 30D | +1.7% | -55.2% | +56.8% | -4.3% |
| 3M | -33.0% | -71.2% | +38.1% | -38.8% |
| 6M | -33.9% | -64.1% | +30.2% | -38.2% |
| YTD | -58.5% | -77.2% | +18.7% | -61.8% |
| 1Y | -56.4% | -93.2% | +36.8% | -60.8% |
| All | -56.4% | -93.1% | +36.8% | -60.8% |
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