-83.4%
FRMI vs D
+10.6%
-94.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | +10.9% | -1.6% | +12.5% | +10.6% |
| 30D | -24.3% | -3.5% | -20.8% | -24.8% |
| 3M | -21.8% | -1.6% | -20.2% | -22.4% |
| 6M | -33.0% | +5.8% | -38.8% | -32.7% |
| YTD | -32.6% | +14.5% | -47.1% | -27.3% |
| All | -83.4% | +10.6% | -94.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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