-83.1%
FRMI vs ESTC
+0.3%
-83.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.4% | -9.2% | +16.6% | +8.1% |
| 30D | -27.6% | +8.1% | -35.7% | -29.2% |
| 3M | -20.9% | +38.5% | -59.3% | -27.5% |
| 6M | -36.6% | +57.8% | -94.4% | -44.9% |
| YTD | -31.3% | +10.5% | -41.8% | -34.3% |
| All | -83.1% | +0.3% | -83.4% | -82.9% |
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 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