+0.7%
FPS vs FRMI
-31.9%
+32.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.2% | -5.1% |
| 7D | -4.6% | +10.9% | -15.5% | -7.2% |
| 30D | -22.6% | -24.3% | +1.7% | -17.4% |
| 3M | -45.1% | -21.8% | -23.3% | -43.2% |
| 6M | -17.8% | -33.0% | +15.2% | -10.4% |
| All | +0.7% | -31.9% | +32.6% | +5.3% |
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