-83.0%
FRMI vs EXPD
+55.5%
-138.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -2.8% |
| 7D | +15.9% | +1.2% | +14.8% | +16.3% |
| 30D | -6.0% | +5.2% | -11.2% | -4.7% |
| 3M | -1.6% | +13.2% | -14.8% | +1.8% |
| 6M | -30.7% | +30.3% | -61.0% | -26.8% |
| YTD | -30.9% | +27.0% | -57.9% | -27.2% |
| All | -83.0% | +55.5% | -138.5% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling