-84.3%
FRMI vs ELF
-16.8%
-67.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +4.8% |
| 7D | +2.4% | +5.4% | -3.0% | +1.2% |
| 30D | -17.3% | +27.0% | -44.3% | -22.1% |
| 3M | -17.2% | +113.2% | -130.4% | -32.2% |
| 6M | -43.4% | +36.6% | -79.9% | -48.9% |
| YTD | -36.0% | +44.2% | -80.2% | -43.6% |
| All | -84.3% | -16.8% | -67.4% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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