-93.2%
FRMI vs EL
+25.6%
-118.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.3% | -16.9% | -12.0% |
| 7D | -39.7% | +2.5% | -42.2% | -40.0% |
| 30D | -55.2% | +20.1% | -75.3% | -57.1% |
| 3M | -71.2% | +29.3% | -100.4% | -72.9% |
| 6M | -64.1% | +38.8% | -102.9% | -67.3% |
| YTD | -77.2% | +8.1% | -85.4% | -78.3% |
| 1Y | -93.2% | +22.3% | -115.5% | -93.8% |
| All | -93.2% | +25.6% | -118.8% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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