-95.2%
FRMI vs EXPD
+52.5%
-147.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.3% |
| 7D | -39.8% | -7.2% | -32.7% | -40.6% |
| 30D | -60.5% | -3.3% | -57.2% | -60.5% |
| 3M | -74.6% | +3.4% | -78.0% | -74.2% |
| 6M | -71.8% | +22.7% | -94.5% | -70.2% |
| YTD | -80.4% | +24.5% | -104.9% | -79.3% |
| 1Y | -93.9% | +38.6% | -132.5% | -93.2% |
| All | -95.2% | +52.5% | -147.6% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling