-82.4%
FRMI vs EXPD
+53.6%
-136.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.5% | +13.0% | +11.1% |
| 7D | +23.3% | -0.9% | +24.3% | +23.1% |
| 30D | -7.6% | +4.1% | -11.7% | -6.7% |
| 3M | +0.2% | +13.8% | -13.6% | +3.6% |
| 6M | -28.7% | +27.3% | -56.0% | -25.0% |
| YTD | -28.6% | +25.4% | -54.1% | -25.1% |
| All | -82.4% | +53.6% | -136.0% | -78.9% |
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