-93.2%
FRMI vs ETR
+18.4%
-111.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.7% | -13.3% | -13.3% |
| 7D | -39.7% | +3.7% | -43.5% | -42.2% |
| 30D | -55.2% | +11.0% | -66.2% | -60.3% |
| 3M | -71.2% | +3.4% | -74.6% | -72.3% |
| 6M | -64.1% | -3.3% | -60.8% | -63.2% |
| YTD | -77.2% | +23.3% | -100.5% | -85.0% |
| 1Y | -93.2% | +19.2% | -112.3% | -95.1% |
| All | -93.2% | +18.4% | -111.5% | -95.1% |
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