-93.7%
FRMI vs ACWI
+15.1%
-108.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.6% | +14.4% | +15.5% |
| 7D | +34.6% | +2.7% | +32.0% | +25.2% |
| 30D | -44.6% | -2.6% | -42.0% | -39.1% |
| 3M | -72.9% | -3.2% | -69.7% | -69.5% |
| 6M | -62.3% | +1.9% | -64.2% | -62.5% |
| YTD | -74.3% | +11.3% | -85.6% | -78.1% |
| 1Y | -90.5% | +11.7% | -102.2% | -91.8% |
| All | -93.7% | +15.1% | -108.7% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling