-82.4%
FRMI vs ACWI
+18.5%
-100.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.0% | +12.8% |
| 7D | +23.3% | +1.1% | +22.3% | +19.7% |
| 30D | -7.6% | -0.2% | -7.4% | -7.1% |
| 3M | +0.2% | +4.7% | -4.5% | -11.5% |
| 6M | -28.7% | +14.5% | -43.2% | -48.5% |
| YTD | -28.6% | +14.6% | -43.2% | -45.7% |
| All | -82.4% | +18.5% | -100.9% | -86.1% |
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