+4.1%
FOXA vs FRMI
-78.0%
+82.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.2% |
| 7D | -5.4% | +15.9% | -21.4% | -5.1% |
| 30D | +1.1% | -6.0% | +7.1% | +1.1% |
| 3M | -6.1% | -1.6% | -4.5% | -6.3% |
| 6M | +8.2% | -30.7% | +38.9% | +7.5% |
| YTD | -11.8% | -30.9% | +19.1% | -12.7% |
| All | +4.1% | -78.0% | +82.1% | +2.5% |
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