-36.6%
FRMI vs BOXX
+1.9%
-38.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +3.1% |
| 7D | +7.4% | +0.1% | +7.4% | +8.7% |
| 30D | -27.6% | +0.3% | -27.9% | -22.4% |
| 3M | -20.9% | +1.0% | -21.9% | -6.0% |
| 6M | -36.6% | +1.9% | -38.5% | -43.7% |
| All | -36.6% | +1.9% | -38.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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