-48.5%
FPS vs FRMI
-60.8%
+12.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +13.8% | -23.7% | -14.7% |
| 7D | +21.6% | +34.6% | -13.0% | +8.4% |
| 30D | -38.8% | -44.6% | +5.9% | -28.3% |
| 3M | -42.1% | -72.9% | +30.8% | -19.7% |
| 6M | -48.5% | -62.3% | +13.8% | -35.0% |
| All | -48.5% | -60.8% | +12.3% | -35.0% |
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