-83.1%
FRMI vs ET
+35.5%
-118.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.2% |
| 7D | +7.4% | +0.2% | +7.2% | +7.3% |
| 30D | -27.6% | +2.9% | -30.5% | -28.1% |
| 3M | -20.9% | +16.8% | -37.7% | -24.8% |
| 6M | -36.6% | +18.9% | -55.5% | -42.8% |
| YTD | -31.3% | +37.7% | -69.0% | -44.6% |
| All | -83.1% | +35.5% | -118.6% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling