-94.4%
FRMI vs ED
+22.9%
-117.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.1% | +17.6% | +17.4% |
| 7D | -0.5% | -0.9% | +0.4% | -1.3% |
| 30D | -44.3% | +11.2% | -55.5% | -36.9% |
| 3M | -74.6% | +11.8% | -86.4% | -71.1% |
| 6M | -66.3% | +14.1% | -80.4% | -60.8% |
| YTD | -77.4% | +23.0% | -100.3% | -68.4% |
| 1Y | -91.7% | +23.7% | -115.4% | -87.1% |
| All | -94.4% | +22.9% | -117.3% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling