-52.2%
FICO vs FRMI
-93.4%
+41.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +3.2% |
| 7D | -0.1% | -24.7% | +24.7% | -2.1% |
| 30D | +8.4% | -51.6% | +60.0% | +3.1% |
| 3M | -30.5% | -73.1% | +42.6% | -36.5% |
| 6M | -35.7% | -68.3% | +32.5% | -40.1% |
| YTD | -57.2% | -79.3% | +22.1% | -60.5% |
| 1Y | -58.4% | -93.2% | +34.8% | -62.9% |
| All | -52.2% | -93.4% | +41.2% | -57.7% |
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