-93.2%
FRMI vs ES
-1.6%
-91.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.1% | -12.6% | -11.1% |
| 7D | -39.7% | +5.3% | -45.1% | -40.8% |
| 30D | -55.2% | +8.9% | -64.1% | -56.9% |
| 3M | -71.2% | -1.9% | -69.2% | -70.8% |
| 6M | -64.1% | +3.9% | -68.0% | -65.1% |
| YTD | -77.2% | +8.3% | -85.5% | -78.7% |
| 1Y | -93.2% | -0.1% | -93.0% | -93.4% |
| All | -93.2% | -1.6% | -91.6% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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