-93.2%
FRMI vs COMP
+23.8%
-117.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +7.7% | -18.3% | -12.4% |
| 7D | -39.7% | +9.5% | -49.2% | -41.3% |
| 30D | -55.2% | +8.1% | -63.2% | -56.4% |
| 3M | -71.2% | -16.3% | -54.8% | -70.1% |
| 6M | -64.1% | +42.2% | -106.3% | -68.3% |
| YTD | -77.2% | -5.0% | -72.2% | -79.2% |
| 1Y | -93.2% | +20.1% | -113.3% | -93.2% |
| All | -93.2% | +23.8% | -117.0% | -93.2% |
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