-53.9%
FIG vs FRMI
-78.1%
+24.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.7% | +4.7% |
| 7D | -3.8% | +7.4% | -11.2% | -4.1% |
| 30D | -2.3% | -27.6% | +25.3% | -1.0% |
| 3M | +20.0% | -20.9% | +40.8% | +19.3% |
| 6M | -16.7% | -36.6% | +19.9% | -16.6% |
| YTD | -37.9% | -31.3% | -6.7% | -38.0% |
| All | -53.9% | -78.1% | +24.2% | -54.8% |
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 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