-23.7%
FPS vs FRMI
-67.0%
+43.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.7% | -26.8% | -8.5% |
| 7D | +13.6% | +66.2% | -52.7% | -5.7% |
| 30D | -32.4% | -17.4% | -14.9% | -30.3% |
| 3M | -41.1% | -60.5% | +19.3% | -26.8% |
| 6M | -51.4% | -56.5% | +5.1% | -43.1% |
| All | -23.7% | -67.0% | +43.3% | -5.5% |
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 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