-82.4%
FRMI vs ED
+11.6%
-94.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.9% | +10.6% | +12.5% |
| 7D | +23.3% | +0.5% | +22.8% | +23.9% |
| 30D | -7.6% | +1.1% | -8.7% | -6.7% |
| 3M | +0.2% | +4.6% | -4.5% | +5.3% |
| 6M | -28.7% | -2.0% | -26.7% | -30.9% |
| YTD | -28.6% | +11.7% | -40.3% | -10.9% |
| All | -82.4% | +11.6% | -94.1% | -74.0% |
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