+98.0%
FIX vs FRMI
-77.3%
+175.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.5% | -9.2% | +0.5% |
| 7D | +6.1% | +23.3% | -17.3% | +2.5% |
| 30D | -2.7% | -7.6% | +4.9% | -2.3% |
| 3M | -10.9% | +0.2% | -11.1% | -13.5% |
| 6M | +29.0% | -28.7% | +57.7% | +30.6% |
| YTD | +76.9% | -28.6% | +105.5% | +74.9% |
| All | +98.0% | -77.3% | +175.3% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling