-84.3%
FRMI vs ESTC
+10.5%
-94.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.8% | +5.7% |
| 7D | +2.4% | -8.1% | +10.5% | +3.1% |
| 30D | -17.3% | +31.7% | -49.0% | -21.5% |
| 3M | -17.2% | +41.1% | -58.2% | -22.7% |
| 6M | -43.4% | +77.1% | -120.4% | -51.6% |
| YTD | -36.0% | +21.7% | -57.7% | -39.2% |
| All | -84.3% | +10.5% | -94.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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