-83.1%
FRMI vs CBOE
+15.6%
-98.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +1.0% |
| 7D | +7.4% | -5.8% | +13.2% | +4.6% |
| 30D | -27.6% | -3.1% | -24.5% | -28.6% |
| 3M | -20.9% | -4.8% | -16.1% | -18.6% |
| 6M | -36.6% | -0.6% | -36.0% | -33.5% |
| YTD | -31.3% | +12.8% | -44.0% | -34.1% |
| All | -83.1% | +15.6% | -98.6% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling