-93.2%
FRMI vs FFIV
+33.5%
-126.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.1% | -10.5% |
| 7D | -39.7% | -9.8% | -29.9% | -38.3% |
| 30D | -55.2% | -28.1% | -27.1% | -52.5% |
| 3M | -71.2% | -20.0% | -51.1% | -70.8% |
| 6M | -64.1% | -0.1% | -64.0% | -67.2% |
| YTD | -77.2% | +29.2% | -106.4% | -81.8% |
| 1Y | -93.2% | +36.6% | -129.8% | -94.4% |
| All | -93.2% | +33.5% | -126.7% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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