-41.3%
FIS vs FRMI
-78.0%
+36.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.3% | -3.5% |
| 7D | -9.1% | +15.9% | -25.0% | -8.6% |
| 30D | -10.4% | -6.0% | -4.5% | -10.5% |
| 3M | -3.7% | -1.6% | -2.1% | -3.8% |
| 6M | -24.8% | -30.7% | +5.9% | -25.1% |
| YTD | -41.6% | -30.9% | -10.7% | -41.7% |
| All | -41.3% | -78.0% | +36.7% | -42.9% |
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