-93.2%
FRMI vs EIX
+18.9%
-112.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.1% | -13.7% | -11.0% |
| 7D | -39.7% | +4.5% | -44.2% | -40.2% |
| 30D | -55.2% | +15.2% | -70.4% | -56.3% |
| 3M | -71.2% | -11.6% | -59.6% | -70.7% |
| 6M | -64.1% | -8.4% | -55.7% | -63.3% |
| YTD | -77.2% | +8.2% | -85.4% | -76.7% |
| 1Y | -93.2% | +16.6% | -109.8% | -92.7% |
| All | -93.2% | +18.9% | -112.1% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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