-84.3%
FRMI vs EAT
+81.5%
-165.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -17.3% | +1.9% | -19.2% | -17.6% |
| 3M | -17.2% | +68.7% | -85.8% | -25.4% |
| 6M | -43.4% | +66.9% | -110.3% | -49.2% |
| YTD | -36.0% | +60.4% | -96.4% | -41.8% |
| All | -84.3% | +81.5% | -165.8% | -84.9% |
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