-92.0%
FRMI vs EAT
+56.4%
-148.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.4% | +26.3% | +26.6% |
| 7D | +66.2% | -4.0% | +70.2% | +68.0% |
| 30D | -17.4% | -2.9% | -14.5% | -16.7% |
| 3M | -60.5% | -16.9% | -43.6% | -59.3% |
| 6M | -56.5% | +57.0% | -113.5% | -60.5% |
| YTD | -67.4% | +38.2% | -105.6% | -69.6% |
| 1Y | -85.1% | +69.3% | -154.4% | -85.1% |
| All | -92.0% | +56.4% | -148.3% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling