-83.1%
FRMI vs ELF
-26.5%
-56.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | +7.4% | -11.6% | +19.1% | +10.3% |
| 30D | -27.6% | +4.6% | -32.3% | -28.7% |
| 3M | -20.9% | +59.7% | -80.6% | -30.7% |
| 6M | -36.6% | +21.2% | -57.8% | -41.2% |
| YTD | -31.3% | +27.4% | -58.7% | -37.8% |
| All | -83.1% | -26.5% | -56.6% | -83.7% |
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