-92.0%
FRMI vs EIX
+16.4%
-108.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.3% | +26.4% | +26.7% |
| 7D | +66.2% | +1.4% | +64.9% | +66.0% |
| 30D | -17.4% | +8.5% | -26.0% | -18.3% |
| 3M | -60.5% | -13.5% | -47.0% | -59.7% |
| 6M | -56.5% | -12.4% | -44.1% | -55.0% |
| YTD | -67.4% | +5.9% | -73.3% | -65.0% |
| 1Y | -85.1% | +7.6% | -92.7% | -83.5% |
| All | -92.0% | +16.4% | -108.3% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling