-83.4%
FRMI vs ESTC
+0.4%
-83.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -2.3% |
| 7D | +10.9% | -13.2% | +24.1% | +12.0% |
| 30D | -24.3% | +9.3% | -33.6% | -26.1% |
| 3M | -21.8% | +37.3% | -59.1% | -28.1% |
| 6M | -33.0% | +61.0% | -94.0% | -42.3% |
| YTD | -32.6% | +10.7% | -43.3% | -35.6% |
| All | -83.4% | +0.4% | -83.9% | -83.2% |
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