-94.9%
FRMI vs EXPD
+56.6%
-151.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +6.1% |
| 7D | -24.7% | -5.5% | -19.2% | -25.5% |
| 30D | -51.6% | -1.9% | -49.7% | -51.7% |
| 3M | -73.1% | +6.1% | -79.2% | -72.6% |
| 6M | -68.3% | +21.6% | -89.9% | -66.5% |
| YTD | -79.3% | +27.9% | -107.1% | -78.0% |
| 1Y | -93.2% | +39.4% | -132.6% | -92.5% |
| All | -94.9% | +56.6% | -151.5% | -93.8% |
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