-82.4%
FRMI vs D
+12.6%
-95.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.6% | +10.9% | +11.6% |
| 7D | +23.3% | +0.8% | +22.6% | +23.5% |
| 30D | -7.6% | -0.7% | -6.9% | -7.9% |
| 3M | +0.2% | +2.1% | -1.9% | -0.2% |
| 6M | -28.7% | +6.8% | -35.5% | -28.5% |
| YTD | -28.6% | +16.5% | -45.2% | -22.7% |
| All | -82.4% | +12.6% | -95.1% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling