-93.2%
FRMI vs EXEL
+92.4%
-185.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.2% | -10.7% |
| 7D | -39.7% | +9.8% | -49.5% | -40.8% |
| 30D | -55.2% | +23.6% | -78.8% | -57.0% |
| 3M | -71.2% | +29.9% | -101.1% | -72.7% |
| 6M | -64.1% | +64.7% | -128.8% | -68.5% |
| YTD | -77.2% | +66.0% | -143.2% | -80.5% |
| 1Y | -93.2% | +92.0% | -185.1% | -94.9% |
| All | -93.2% | +92.4% | -185.6% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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