-83.0%
FRMI vs ED
+10.8%
-93.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.9% |
| 7D | +15.9% | -0.2% | +16.1% | +15.6% |
| 30D | -6.0% | +1.9% | -7.9% | -4.0% |
| 3M | -1.6% | +1.9% | -3.5% | +0.5% |
| 6M | -30.7% | -2.3% | -28.4% | -32.9% |
| YTD | -30.9% | +10.9% | -41.8% | -14.3% |
| All | -83.0% | +10.8% | -93.8% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling