-94.9%
FRMI vs ES
+1.5%
-96.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | -24.7% | -0.1% | -24.6% | -24.9% |
| 30D | -51.6% | +5.7% | -57.3% | -52.9% |
| 3M | -73.1% | -2.8% | -70.3% | -72.8% |
| 6M | -68.3% | +7.0% | -75.2% | -69.8% |
| YTD | -79.3% | +6.8% | -86.0% | -80.4% |
| 1Y | -93.2% | -0.5% | -92.7% | -93.3% |
| All | -94.9% | +1.5% | -96.4% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling