-84.3%
FRMI vs FIVE
+63.8%
-148.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +3.2% |
| 7D | +2.4% | +4.3% | -1.9% | +0.6% |
| 30D | -17.3% | +12.5% | -29.8% | -21.9% |
| 3M | -17.2% | +31.2% | -48.4% | -26.7% |
| 6M | -43.4% | +14.4% | -57.7% | -47.4% |
| YTD | -36.0% | +33.9% | -69.9% | -42.6% |
| All | -84.3% | +63.8% | -148.1% | -86.1% |
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