-92.0%
FRMI vs COMP
+26.5%
-118.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.7% | +25.0% | +26.2% |
| 7D | +66.2% | 0.0% | +66.2% | +66.6% |
| 30D | -17.4% | +16.6% | -34.0% | -20.8% |
| 3M | -60.5% | -23.5% | -36.9% | -57.8% |
| 6M | -56.5% | +25.7% | -82.2% | -59.4% |
| YTD | -67.4% | -3.4% | -64.0% | -69.8% |
| 1Y | -85.1% | +7.6% | -92.7% | -85.6% |
| All | -92.0% | +26.5% | -118.5% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling