-22.1%
FPS vs FRMI
-79.0%
+57.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.7% | +10.3% | +14.1% |
| 7D | -8.0% | -24.7% | +16.7% | +1.3% |
| 30D | -43.5% | -51.6% | +8.1% | -29.7% |
| 3M | -41.6% | -73.1% | +31.5% | -16.2% |
| 6M | -44.0% | -68.3% | +24.2% | -25.3% |
| All | -22.1% | -79.0% | +57.0% | +14.3% |
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