-94.9%
FRMI vs COMP
+33.7%
-128.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | +0.1% | +4.3% |
| 7D | -24.7% | +14.5% | -39.3% | -27.2% |
| 30D | -51.6% | +14.9% | -66.5% | -53.5% |
| 3M | -73.1% | -14.2% | -58.9% | -72.3% |
| 6M | -68.3% | +23.7% | -92.0% | -70.3% |
| YTD | -79.3% | +2.1% | -81.3% | -81.1% |
| 1Y | -93.2% | +26.2% | -119.4% | -93.3% |
| All | -94.9% | +33.7% | -128.6% | -94.9% |
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