+22.2%
FIX vs FRMI
-93.8%
+116.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +5.0% |
| 7D | -17.5% | -39.8% | +22.4% | -9.6% |
| 30D | -41.6% | -60.5% | +18.9% | -31.7% |
| 3M | -40.6% | -74.6% | +34.0% | -26.1% |
| 6M | -49.4% | -71.8% | +22.4% | -39.9% |
| YTD | +9.2% | -80.4% | +89.6% | +33.7% |
| 1Y | +6.5% | -93.9% | +100.3% | +65.4% |
| All | +22.2% | -93.8% | +116.0% | +97.0% |
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