-83.0%
FRMI vs ET
+36.3%
-119.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.3% |
| 7D | +15.9% | +0.6% | +15.3% | +15.8% |
| 30D | -6.0% | +5.3% | -11.2% | -7.0% |
| 3M | -1.6% | +15.6% | -17.2% | -5.8% |
| 6M | -30.7% | +20.6% | -51.3% | -38.2% |
| YTD | -30.9% | +38.5% | -69.4% | -44.4% |
| All | -83.0% | +36.3% | -119.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling