-85.1%
FRMI vs FDS
+25.7%
-110.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.3% | +26.4% | +26.8% |
| 7D | +66.2% | +1.5% | +64.8% | +66.7% |
| 30D | -17.4% | +14.8% | -32.2% | -13.9% |
| 3M | -60.5% | +16.3% | -76.7% | -58.3% |
| 6M | -56.5% | +66.2% | -122.7% | -52.4% |
| YTD | -67.4% | +16.2% | -83.6% | -64.5% |
| 1Y | -85.1% | +21.8% | -106.9% | -82.2% |
| All | -85.1% | +25.7% | -110.8% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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