-94.4%
FRMI vs ESTC
+5.0%
-99.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.1% | +17.5% | +17.5% |
| 7D | -0.5% | -2.6% | +2.1% | +0.1% |
| 30D | -44.3% | -8.6% | -35.7% | -43.3% |
| 3M | -74.6% | +14.4% | -88.9% | -75.0% |
| 6M | -66.3% | +73.3% | -139.6% | -70.7% |
| YTD | -77.4% | +15.7% | -93.1% | -78.2% |
| 1Y | -91.7% | -7.6% | -84.2% | -92.0% |
| All | -94.4% | +5.0% | -99.5% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling