-93.2%
FRMI vs EFV
+25.8%
-119.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.1% | -13.7% | -16.6% |
| 7D | -39.7% | +2.9% | -42.6% | -43.5% |
| 30D | -55.2% | +3.6% | -58.7% | -58.3% |
| 3M | -71.2% | -0.1% | -71.0% | -71.1% |
| 6M | -64.1% | +9.6% | -73.7% | -69.0% |
| YTD | -77.2% | +17.0% | -94.2% | -81.7% |
| 1Y | -93.2% | +25.7% | -118.8% | -94.9% |
| All | -93.2% | +25.8% | -119.0% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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