-83.0%
FRMI vs FFIV
+26.2%
-109.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.0% | -3.7% |
| 7D | +15.9% | +3.5% | +12.5% | +15.4% |
| 30D | -6.0% | -1.3% | -4.6% | -5.5% |
| 3M | -1.6% | +2.4% | -4.0% | -0.7% |
| 6M | -30.7% | +41.8% | -72.5% | -29.8% |
| YTD | -30.9% | +58.5% | -89.4% | -26.0% |
| All | -83.0% | +26.2% | -109.2% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling