-84.3%
FRMI vs FN
+13.2%
-97.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +3.7% |
| 7D | +2.4% | -1.7% | +4.1% | +3.4% |
| 30D | -17.3% | -22.0% | +4.7% | -7.3% |
| 3M | -17.2% | -43.0% | +25.9% | +7.8% |
| 6M | -43.4% | -27.7% | -15.6% | -39.8% |
| YTD | -36.0% | -10.5% | -25.5% | -44.6% |
| All | -84.3% | +13.2% | -97.4% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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