-38.3%
FICO vs FRMI
-77.3%
+39.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.5% | -11.4% | +1.0% |
| 7D | -15.4% | +23.3% | -38.8% | -13.9% |
| 30D | -10.4% | -7.6% | -2.8% | -10.5% |
| 3M | -22.7% | +0.2% | -22.9% | -21.8% |
| 6M | -36.8% | -28.7% | -8.1% | -36.6% |
| YTD | -44.8% | -28.6% | -16.2% | -44.4% |
| All | -38.3% | -77.3% | +39.0% | -40.4% |
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