-84.3%
FRMI vs CBOE
+22.7%
-106.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.3% |
| 7D | +2.4% | -3.6% | +6.0% | +0.9% |
| 30D | -17.3% | +5.1% | -22.4% | -15.3% |
| 3M | -17.2% | +4.6% | -21.8% | -12.5% |
| 6M | -43.4% | -0.3% | -43.1% | -38.9% |
| YTD | -36.0% | +19.8% | -55.8% | -37.0% |
| All | -84.3% | +22.7% | -106.9% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling