-83.1%
FRMI vs ETR
+15.8%
-98.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | +7.4% | -1.8% | +9.2% | +9.2% |
| 30D | -27.6% | -1.8% | -25.9% | -26.5% |
| 3M | -20.9% | -3.6% | -17.3% | -18.6% |
| 6M | -36.6% | +2.6% | -39.2% | -40.1% |
| YTD | -31.3% | +16.0% | -47.3% | -40.3% |
| All | -83.1% | +15.8% | -98.9% | -83.9% |
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