-56.2%
FIG vs FRMI
-78.0%
+21.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.1% |
| 7D | -14.5% | +15.9% | -30.4% | -15.0% |
| 30D | -13.3% | -6.0% | -7.4% | -13.7% |
| 3M | +7.4% | -1.6% | +9.0% | +4.2% |
| 6M | -27.8% | -30.7% | +2.9% | -28.5% |
| YTD | -41.1% | -30.9% | -10.2% | -41.2% |
| All | -56.2% | -78.0% | +21.8% | -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 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