-83.1%
FRMI vs EXEL
+35.9%
-119.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.5% |
| 7D | +7.4% | -4.9% | +12.3% | +8.5% |
| 30D | -27.6% | +11.4% | -39.0% | -29.6% |
| 3M | -20.9% | +4.9% | -25.8% | -21.8% |
| 6M | -36.6% | +34.4% | -71.0% | -40.7% |
| YTD | -31.3% | +28.0% | -59.3% | -36.1% |
| All | -83.1% | +35.9% | -119.0% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling