-83.1%
FRMI vs FFIV
+28.4%
-111.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.6% |
| 7D | +7.4% | +5.4% | +2.0% | +6.6% |
| 30D | -27.6% | -2.7% | -25.0% | -27.2% |
| 3M | -20.9% | +4.5% | -25.4% | -20.3% |
| 6M | -36.6% | +42.2% | -78.8% | -36.0% |
| YTD | -31.3% | +61.3% | -92.5% | -26.5% |
| All | -83.1% | +28.4% | -111.5% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling