-92.0%
FRMI vs FFIV
-3.6%
-88.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -2.7% | +29.4% | +26.8% |
| 7D | +66.2% | -0.5% | +66.8% | +66.1% |
| 30D | -17.4% | -32.4% | +15.0% | -17.3% |
| 3M | -60.5% | -25.7% | -34.8% | -60.7% |
| 6M | -56.5% | -13.5% | -43.0% | -56.6% |
| YTD | -67.4% | +21.1% | -88.5% | -65.4% |
| 1Y | -85.1% | +29.4% | -114.5% | -82.9% |
| All | -92.0% | -3.6% | -88.4% | -93.8% |
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