-95.2%
FRMI vs COMP
+26.5%
-121.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.1% | 0.0% |
| 7D | -39.8% | +13.4% | -53.3% | -41.8% |
| 30D | -60.5% | +11.1% | -71.6% | -61.7% |
| 3M | -74.6% | -18.8% | -55.8% | -73.5% |
| 6M | -71.8% | +10.5% | -82.3% | -72.7% |
| YTD | -80.4% | -3.4% | -77.0% | -81.8% |
| 1Y | -93.9% | +19.7% | -113.6% | -93.9% |
| All | -95.2% | +26.5% | -121.7% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling