-61.3%
FIG vs FRMI
-89.6%
+28.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +26.7% | -23.9% | +1.3% |
| 7D | +3.4% | +66.2% | -62.8% | +0.2% |
| 30D | -9.5% | -17.4% | +8.0% | -9.7% |
| 3M | -26.2% | -60.5% | +34.3% | -24.3% |
| 6M | +2.7% | -56.5% | +59.2% | +1.3% |
| YTD | -48.0% | -67.4% | +19.4% | -47.1% |
| 1Y | -52.0% | -85.1% | +33.0% | -50.2% |
| All | -61.3% | -89.6% | +28.3% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling