+24.2%
FIX vs FRMI
-87.9%
+112.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.7% | -28.1% | -5.8% |
| 7D | +9.4% | +66.2% | -56.8% | -0.9% |
| 30D | -27.8% | -17.4% | -10.4% | -26.9% |
| 3M | -35.6% | -60.5% | +24.9% | -27.9% |
| 6M | -45.2% | -56.5% | +11.3% | -41.0% |
| YTD | +19.5% | -67.4% | +86.9% | +30.8% |
| 1Y | +24.2% | -85.1% | +109.3% | +53.4% |
| All | +24.2% | -87.9% | +112.2% | +53.4% |
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