-83.0%
FRMI vs EAT
+69.7%
-152.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -2.7% |
| 7D | +15.9% | -6.8% | +22.7% | +17.0% |
| 30D | -6.0% | -5.4% | -0.6% | -5.3% |
| 3M | -1.6% | +42.8% | -44.4% | -8.4% |
| 6M | -30.7% | +56.5% | -87.2% | -37.3% |
| YTD | -30.9% | +50.0% | -80.9% | -36.6% |
| All | -83.0% | +69.7% | -152.7% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling