-84.3%
FRMI vs ETR
+17.9%
-102.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.7% |
| 7D | +2.4% | +1.4% | +1.0% | +1.1% |
| 30D | -17.3% | +1.0% | -18.3% | -17.9% |
| 3M | -17.2% | -1.3% | -15.9% | -16.5% |
| 6M | -43.4% | +1.9% | -45.2% | -45.6% |
| YTD | -36.0% | +18.2% | -54.2% | -45.3% |
| All | -84.3% | +17.9% | -102.2% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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