-92.0%
FRMI vs ED
+24.7%
-116.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.4% | +25.3% | +28.2% |
| 7D | +66.2% | +2.1% | +64.2% | +69.6% |
| 30D | -17.4% | +10.4% | -27.8% | -7.3% |
| 3M | -60.5% | +12.5% | -73.0% | -54.8% |
| 6M | -56.5% | +14.9% | -71.4% | -49.2% |
| YTD | -67.4% | +24.8% | -92.2% | -53.9% |
| 1Y | -85.1% | +23.8% | -108.9% | -77.6% |
| All | -92.0% | +24.7% | -116.7% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling