+2.7%
FIG vs FRMI
-52.5%
+55.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +26.7% | -23.9% | +3.1% |
| 7D | +3.4% | +66.2% | -62.8% | +4.3% |
| 30D | -9.5% | -17.4% | +8.0% | -12.4% |
| 3M | -26.2% | -60.5% | +34.3% | -33.4% |
| 6M | +2.7% | -56.5% | +59.2% | -8.0% |
| All | +2.7% | -52.5% | +55.2% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling