-84.3%
FRMI vs COMP
+37.8%
-122.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.2% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | -17.3% | -13.3% | -4.0% | -14.4% |
| 3M | -17.2% | +41.1% | -58.3% | -24.5% |
| 6M | -43.4% | +17.2% | -60.5% | -48.2% |
| YTD | -36.0% | +5.2% | -41.2% | -41.7% |
| All | -84.3% | +37.8% | -122.1% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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