-94.9%
FRMI vs ACWI
+14.9%
-109.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | -1.7% |
| 7D | -24.7% | +0.3% | -25.0% | -25.0% |
| 30D | -51.6% | -2.8% | -48.8% | -46.5% |
| 3M | -73.1% | -3.2% | -70.0% | -69.8% |
| 6M | -68.3% | +1.3% | -69.5% | -68.0% |
| YTD | -79.3% | +11.2% | -90.5% | -82.4% |
| 1Y | -93.2% | +13.8% | -106.9% | -94.1% |
| All | -94.9% | +14.9% | -109.8% | -95.5% |
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