-95.3%
FRMI vs FE
+6.3%
-101.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.9% | -7.2% |
| 7D | -24.3% | -0.5% | -23.8% | -24.2% |
| 30D | -55.1% | +4.3% | -59.4% | -55.7% |
| 3M | -73.8% | +0.4% | -74.2% | -73.9% |
| 6M | -70.6% | +6.9% | -77.5% | -71.4% |
| YTD | -80.8% | +8.0% | -88.8% | -80.8% |
| 1Y | -93.9% | +4.8% | -98.7% | -93.6% |
| All | -95.3% | +6.3% | -101.6% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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