-84.3%
FRMI vs EXPD
+55.9%
-140.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.5% | +5.6% |
| 7D | +2.4% | -1.1% | +3.5% | +2.1% |
| 30D | -17.3% | +4.1% | -21.4% | -16.5% |
| 3M | -17.2% | +17.9% | -35.1% | -13.7% |
| 6M | -43.4% | +29.2% | -72.6% | -40.2% |
| YTD | -36.0% | +27.4% | -63.4% | -32.6% |
| All | -84.3% | +55.9% | -140.2% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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