-84.3%
FRMI vs EFX
-29.9%
-54.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.4% | +11.7% | +2.5% |
| 7D | +2.4% | -8.6% | +11.0% | -1.5% |
| 30D | -17.3% | +0.1% | -17.4% | -16.9% |
| 3M | -17.2% | +3.8% | -21.0% | -14.4% |
| 6M | -43.4% | -13.5% | -29.8% | -42.7% |
| YTD | -36.0% | -17.7% | -18.3% | -36.6% |
| All | -84.3% | -29.9% | -54.3% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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