-51.1%
FIS vs FRMI
-93.1%
+42.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -10.6% | -13.1% | -23.9% |
| 7D | -18.4% | -39.7% | +21.3% | -19.7% |
| 30D | -11.4% | -55.2% | +43.8% | -13.5% |
| 3M | -32.0% | -71.2% | +39.2% | -34.5% |
| 6M | -35.6% | -64.1% | +28.5% | -37.9% |
| YTD | -53.8% | -77.2% | +23.5% | -55.6% |
| 1Y | -51.1% | -93.2% | +42.1% | -54.3% |
| All | -51.1% | -93.1% | +42.0% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling