-83.4%
FRMI vs EFX
-33.5%
-50.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +10.9% | -11.1% | +22.0% | +5.5% |
| 30D | -24.3% | -7.4% | -16.9% | -26.4% |
| 3M | -21.8% | +1.5% | -23.3% | -20.5% |
| 6M | -33.0% | -13.7% | -19.3% | -33.4% |
| YTD | -32.6% | -21.9% | -10.8% | -34.8% |
| All | -83.4% | -33.5% | -50.0% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling