-40.6%
FIS vs FRMI
-78.6%
+38.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.1% |
| 7D | -8.9% | +10.9% | -19.8% | -8.5% |
| 30D | -9.9% | -24.3% | +14.4% | -10.5% |
| 3M | 0.0% | -21.8% | +21.7% | -0.5% |
| 6M | -22.9% | -33.0% | +10.1% | -23.3% |
| YTD | -40.9% | -32.6% | -8.2% | -41.1% |
| All | -40.6% | -78.6% | +38.0% | -42.3% |
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