-93.2%
FRMI vs FIGR
-41.8%
-51.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.2% | -14.7% | -12.1% |
| 7D | -39.7% | -1.3% | -38.4% | -39.6% |
| 30D | -55.2% | -17.6% | -37.6% | -52.0% |
| 3M | -71.2% | -16.7% | -54.4% | -69.5% |
| 6M | -64.1% | -36.1% | -28.0% | -58.5% |
| YTD | -77.2% | -43.6% | -33.6% | -77.5% |
| 1Y | -93.2% | -39.8% | -53.3% | -93.6% |
| All | -93.2% | -41.8% | -51.3% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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