+6.9%
FPS vs FRMI
-30.2%
+37.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.3% |
| 7D | +5.3% | +15.9% | -10.6% | +1.3% |
| 30D | -17.6% | -6.0% | -11.6% | -17.4% |
| 3M | -45.8% | -1.6% | -44.2% | -47.8% |
| 6M | -10.1% | -30.7% | +20.6% | -2.9% |
| All | +6.9% | -30.2% | +37.0% | +11.0% |
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