-8.5%
FPS vs FRMI
-45.9%
+37.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.9% | +1.0% |
| 7D | +3.1% | +2.4% | +0.7% | +2.5% |
| 30D | -18.6% | -17.3% | -1.3% | -15.5% |
| 3M | -51.5% | -17.2% | -34.3% | -50.7% |
| 6M | -8.5% | -43.4% | +34.8% | +22.0% |
| All | -8.5% | -45.9% | +37.4% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling