-93.7%
FRMI vs ESTC
+7.1%
-100.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.0% | +11.8% | +13.5% |
| 7D | +34.6% | +5.8% | +28.9% | +33.5% |
| 30D | -44.6% | -5.6% | -39.0% | -43.8% |
| 3M | -72.9% | +15.4% | -88.3% | -73.3% |
| 6M | -62.3% | +77.8% | -140.1% | -67.4% |
| YTD | -74.3% | +18.1% | -92.3% | -75.3% |
| 1Y | -90.5% | -3.7% | -86.9% | -90.8% |
| All | -93.7% | +7.1% | -100.8% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling