-82.4%
FRMI vs FIVE
+65.0%
-147.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.7% | +10.8% | +11.2% |
| 7D | +23.3% | +3.7% | +19.7% | +21.5% |
| 30D | -7.6% | +4.0% | -11.6% | -9.4% |
| 3M | +0.2% | +36.2% | -36.1% | -12.7% |
| 6M | -28.7% | +18.0% | -46.7% | -34.7% |
| YTD | -28.6% | +34.9% | -63.5% | -36.2% |
| All | -82.4% | +65.0% | -147.5% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling