-93.2%
FRMI vs ED
+27.1%
-120.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.0% | -13.6% | -7.6% |
| 7D | -39.7% | +5.4% | -45.1% | -36.2% |
| 30D | -55.2% | +16.4% | -71.5% | -48.3% |
| 3M | -71.2% | +11.9% | -83.0% | -67.9% |
| 6M | -64.1% | +11.6% | -75.7% | -60.3% |
| YTD | -77.2% | +24.1% | -101.4% | -69.7% |
| 1Y | -93.2% | +26.9% | -120.0% | -89.9% |
| All | -93.2% | +27.1% | -120.3% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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