-84.3%
FRMI vs DTE
-1.3%
-83.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.8% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -17.3% | -2.6% | -14.7% | -16.1% |
| 3M | -17.2% | -3.9% | -13.3% | -16.6% |
| 6M | -43.4% | -7.9% | -35.5% | -40.9% |
| YTD | -36.0% | +7.2% | -43.2% | -42.7% |
| All | -84.3% | -1.3% | -83.0% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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