-83.1%
FRMI vs EAT
+67.5%
-150.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.2% |
| 7D | +7.4% | -7.7% | +15.1% | +8.6% |
| 30D | -27.6% | -13.6% | -14.0% | -26.1% |
| 3M | -20.9% | +33.9% | -54.7% | -25.4% |
| 6M | -36.6% | +47.2% | -83.8% | -42.1% |
| YTD | -31.3% | +48.1% | -79.3% | -36.8% |
| All | -83.1% | +67.5% | -150.6% | -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 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