-94.4%
FRMI vs FE
+6.5%
-100.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.1% | +17.4% | +17.5% |
| 7D | -0.5% | -0.4% | -0.2% | -0.4% |
| 30D | -44.3% | +3.6% | -47.9% | -44.9% |
| 3M | -74.6% | +0.3% | -74.9% | -74.6% |
| 6M | -66.3% | +6.4% | -72.7% | -67.3% |
| YTD | -77.4% | +8.1% | -85.5% | -77.4% |
| 1Y | -91.7% | +4.6% | -96.3% | -91.4% |
| All | -94.4% | +6.5% | -100.9% | -94.0% |
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