-91.7%
FRMI vs COMP
+16.3%
-108.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +2.7% | +14.8% | +16.7% |
| 7D | -0.5% | +2.2% | -2.7% | -0.8% |
| 30D | -44.3% | +16.3% | -60.6% | -47.0% |
| 3M | -74.6% | -19.1% | -55.4% | -73.1% |
| 6M | -66.3% | +17.1% | -83.4% | -68.4% |
| YTD | -77.4% | -2.9% | -74.4% | -79.6% |
| 1Y | -91.7% | +8.8% | -100.5% | -92.5% |
| All | -91.7% | +16.3% | -108.1% | -92.5% |
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