-95.3%
FRMI vs FIVE
+64.6%
-159.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | -24.3% | +7.3% | -31.7% | -26.3% |
| 30D | -55.1% | +18.1% | -73.2% | -57.9% |
| 3M | -73.8% | +7.7% | -81.5% | -74.6% |
| 6M | -70.6% | +13.6% | -84.2% | -72.4% |
| YTD | -80.8% | +34.6% | -115.3% | -82.7% |
| 1Y | -93.9% | +66.2% | -160.2% | -94.6% |
| All | -95.3% | +64.6% | -159.9% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling