-60.5%
FRMI vs EL
+27.5%
-88.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.1% | +25.6% | +26.4% |
| 7D | +66.2% | +1.5% | +64.7% | +65.2% |
| 30D | -17.4% | +10.0% | -27.4% | -18.4% |
| 3M | -60.5% | +28.4% | -88.9% | -61.8% |
| All | -60.5% | +27.5% | -88.0% | -61.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling