-93.2%
FRMI vs EAT
+109.8%
-203.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.3% | -16.8% | -12.2% |
| 7D | -39.7% | -0.1% | -39.6% | -39.7% |
| 30D | -55.2% | +13.5% | -68.7% | -56.5% |
| 3M | -71.2% | +1.0% | -72.2% | -71.5% |
| 6M | -64.1% | +57.3% | -121.4% | -68.6% |
| YTD | -77.2% | +53.6% | -130.8% | -80.1% |
| 1Y | -93.2% | +110.8% | -204.0% | -94.0% |
| All | -93.2% | +109.8% | -203.0% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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