-93.7%
FRMI vs FIVE
+60.5%
-154.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.4% | +15.2% | +14.3% |
| 7D | +34.6% | +2.4% | +32.2% | +33.1% |
| 30D | -44.6% | +15.8% | -60.5% | -47.7% |
| 3M | -72.9% | +3.8% | -76.7% | -73.4% |
| 6M | -62.3% | +18.5% | -80.9% | -65.4% |
| YTD | -74.3% | +31.2% | -105.5% | -76.6% |
| 1Y | -90.5% | +61.8% | -152.4% | -91.6% |
| All | -93.7% | +60.5% | -154.2% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling