-83.4%
FRMI vs ELF
-27.4%
-56.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.6% |
| 7D | +10.9% | -10.8% | +21.8% | +13.6% |
| 30D | -24.3% | +0.8% | -25.1% | -24.8% |
| 3M | -21.8% | +64.8% | -86.5% | -32.1% |
| 6M | -33.0% | +19.0% | -52.0% | -37.7% |
| YTD | -32.6% | +25.9% | -58.6% | -38.8% |
| All | -83.4% | -27.4% | -56.0% | -84.0% |
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