-92.0%
FRMI vs ELF
-10.5%
-81.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +3.9% | +22.8% | +25.7% |
| 7D | +66.2% | +1.6% | +64.7% | +65.6% |
| 30D | -17.4% | +9.1% | -26.5% | -18.9% |
| 3M | -60.5% | +28.2% | -88.6% | -62.8% |
| 6M | -56.5% | +119.5% | -176.0% | -64.7% |
| YTD | -67.4% | +55.2% | -122.5% | -71.8% |
| 1Y | -85.1% | +58.6% | -143.7% | -87.2% |
| All | -92.0% | -10.5% | -81.4% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling