-83.0%
FRMI vs ES
+1.7%
-84.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | +15.9% | 0.0% | +15.9% | +16.0% |
| 30D | -6.0% | -1.0% | -4.9% | -5.6% |
| 3M | -1.6% | +1.5% | -3.1% | -3.2% |
| 6M | -30.7% | -3.5% | -27.2% | -30.5% |
| YTD | -30.9% | +7.0% | -37.9% | -34.8% |
| All | -83.0% | +1.7% | -84.7% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling