-53.9%
FIS vs FRMI
-89.6%
+35.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +26.7% | -22.5% | +4.4% |
| 7D | +2.8% | +66.2% | -63.4% | +3.4% |
| 30D | -16.7% | -17.4% | +0.7% | -17.7% |
| 3M | -32.3% | -60.5% | +28.2% | -34.5% |
| 6M | -29.1% | -56.5% | +27.4% | -31.2% |
| YTD | -54.1% | -67.4% | +13.2% | -55.6% |
| 1Y | -53.7% | -85.1% | +31.4% | -55.9% |
| All | -53.9% | -89.6% | +35.7% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling