-93.7%
FRMI vs FDS
+17.6%
-111.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.9% | +14.8% | +13.5% |
| 7D | +34.6% | -2.6% | +37.2% | +33.4% |
| 30D | -44.6% | +14.1% | -58.7% | -42.2% |
| 3M | -72.9% | +19.8% | -92.7% | -71.0% |
| 6M | -62.3% | +55.0% | -117.3% | -57.8% |
| YTD | -74.3% | +15.9% | -90.1% | -73.3% |
| 1Y | -90.5% | +24.2% | -114.7% | -89.5% |
| All | -93.7% | +17.6% | -111.3% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling