-83.0%
FRMI vs ELF
-24.1%
-58.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.2% |
| 7D | +15.9% | -6.8% | +22.7% | +17.6% |
| 30D | -6.0% | +5.1% | -11.0% | -7.4% |
| 3M | -1.6% | +79.8% | -81.4% | -16.3% |
| 6M | -30.7% | +29.7% | -60.4% | -36.8% |
| YTD | -30.9% | +31.6% | -62.5% | -37.9% |
| All | -83.0% | -24.1% | -58.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling