-94.4%
FRMI vs CAPR
+55.6%
-150.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +26.5% | -9.0% | +17.6% |
| 7D | -0.5% | +25.8% | -26.3% | -0.5% |
| 30D | -44.3% | +50.2% | -94.5% | -44.1% |
| 3M | -74.6% | +185.5% | -260.1% | -74.3% |
| 6M | -66.3% | -64.8% | -1.5% | -66.3% |
| YTD | -77.4% | -61.1% | -16.3% | -77.4% |
| 1Y | -91.7% | +81.0% | -172.7% | -92.1% |
| All | -94.4% | +55.6% | -150.1% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling