-83.0%
FRMI vs EIX
+9.3%
-92.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.8% |
| 7D | +15.9% | +4.1% | +11.9% | +15.6% |
| 30D | -6.0% | -15.3% | +9.4% | -4.2% |
| 3M | -1.6% | -18.4% | +16.8% | +2.9% |
| 6M | -30.7% | -16.8% | -13.9% | -28.3% |
| YTD | -30.9% | -0.6% | -30.3% | -25.0% |
| All | -83.0% | +9.3% | -92.3% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling