+93.4%
FIX vs FRMI
-79.6%
+173.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +1.1% |
| 7D | +6.0% | +2.4% | +3.6% | +5.6% |
| 30D | -7.2% | -17.3% | +10.0% | -5.1% |
| 3M | -15.9% | -17.2% | +1.3% | -15.5% |
| 6M | +12.7% | -43.4% | +56.1% | +19.0% |
| YTD | +72.8% | -36.0% | +108.8% | +74.0% |
| All | +93.4% | -79.6% | +173.0% | +156.2% |
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