-53.4%
FICO vs FRMI
-93.8%
+40.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.2% |
| 7D | -0.9% | -39.8% | +38.9% | -4.5% |
| 30D | +3.3% | -60.5% | +63.8% | -3.2% |
| 3M | -31.7% | -74.6% | +42.9% | -37.8% |
| 6M | -34.0% | -71.8% | +37.8% | -38.9% |
| YTD | -58.3% | -80.4% | +22.0% | -61.7% |
| 1Y | -57.9% | -93.9% | +35.9% | -62.7% |
| All | -53.4% | -93.8% | +40.3% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling