-93.2%
FRMI vs FIVE
+63.3%
-156.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.7% | -17.3% | -13.5% |
| 7D | -39.7% | +7.5% | -47.2% | -41.9% |
| 30D | -55.2% | +16.7% | -71.9% | -58.6% |
| 3M | -71.2% | +13.4% | -84.5% | -73.2% |
| 6M | -64.1% | +9.0% | -73.2% | -66.0% |
| YTD | -77.2% | +33.8% | -111.0% | -81.6% |
| 1Y | -93.2% | +61.2% | -154.3% | -95.5% |
| All | -93.2% | +63.3% | -156.4% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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