-84.3%
FRMI vs ET
+35.1%
-119.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.1% | +5.3% |
| 7D | +2.4% | +0.9% | +1.5% | +2.2% |
| 30D | -17.3% | +7.5% | -24.8% | -18.5% |
| 3M | -17.2% | +11.4% | -28.6% | -19.0% |
| 6M | -43.4% | +18.5% | -61.9% | -49.0% |
| YTD | -36.0% | +37.4% | -73.4% | -48.4% |
| All | -84.3% | +35.1% | -119.4% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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