-84.3%
FRMI vs EFV
+27.8%
-112.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.5% | +5.6% |
| 7D | +2.4% | +1.5% | +0.9% | -0.6% |
| 30D | -17.3% | +1.7% | -19.0% | -19.9% |
| 3M | -17.2% | +8.6% | -25.8% | -28.3% |
| 6M | -43.4% | +11.7% | -55.0% | -52.1% |
| YTD | -36.0% | +19.3% | -55.3% | -49.4% |
| All | -84.3% | +27.8% | -112.0% | -87.9% |
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