-51.8%
FICO vs FRMI
-92.8%
+41.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +17.5% | -17.8% | +1.0% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | -1.5% | -44.3% | +42.8% | -5.2% |
| 3M | -29.8% | -74.6% | +44.8% | -36.1% |
| 6M | -33.3% | -66.3% | +33.0% | -37.4% |
| YTD | -56.9% | -77.4% | +20.5% | -59.9% |
| 1Y | -59.5% | -91.7% | +32.3% | -63.3% |
| All | -51.8% | -92.8% | +41.0% | -57.1% |
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