-93.2%
FRMI vs ESTC
+1.6%
-94.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.9% | -9.7% | -10.4% |
| 7D | -39.7% | -15.9% | -23.9% | -38.2% |
| 30D | -55.2% | -5.5% | -49.7% | -54.6% |
| 3M | -71.2% | +26.2% | -97.4% | -72.5% |
| 6M | -64.1% | +77.0% | -141.1% | -69.9% |
| YTD | -77.2% | +18.9% | -96.1% | -78.0% |
| 1Y | -93.2% | +1.3% | -94.5% | -92.9% |
| All | -93.2% | +1.6% | -94.7% | -92.9% |
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