-92.0%
FRMI vs EL
+28.5%
-120.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.1% | +25.6% | +26.5% |
| 7D | +66.2% | +1.5% | +64.7% | +65.6% |
| 30D | -17.4% | +10.0% | -27.4% | -18.7% |
| 3M | -60.5% | +28.4% | -88.9% | -62.3% |
| 6M | -56.5% | +37.1% | -93.6% | -59.4% |
| YTD | -67.4% | +7.8% | -75.2% | -67.3% |
| 1Y | -85.1% | +26.0% | -111.1% | -84.9% |
| All | -92.0% | +28.5% | -120.5% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling