-93.2%
FRMI vs ET
+24.7%
-117.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.5% | -7.1% | -8.7% |
| 7D | -39.7% | -6.0% | -33.7% | -37.6% |
| 30D | -55.2% | -6.1% | -49.1% | -53.4% |
| 3M | -71.2% | -2.7% | -68.5% | -70.3% |
| 6M | -64.1% | +0.2% | -64.3% | -63.6% |
| YTD | -77.2% | +24.3% | -101.6% | -83.1% |
| 1Y | -93.2% | +26.4% | -119.6% | -95.2% |
| All | -93.2% | +24.7% | -117.9% | -95.2% |
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