-83.1%
FRMI vs EFV
+26.8%
-109.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | -0.1% |
| 7D | +7.4% | -0.8% | +8.2% | +9.0% |
| 30D | -27.6% | +0.6% | -28.3% | -28.5% |
| 3M | -20.9% | +7.5% | -28.4% | -30.2% |
| 6M | -36.6% | +13.0% | -49.6% | -47.8% |
| YTD | -31.3% | +18.3% | -49.6% | -44.8% |
| All | -83.1% | +26.8% | -109.8% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling