-93.2%
FRMI vs FN
-25.7%
-67.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.0% | -4.6% | -7.4% |
| 7D | -39.7% | -7.0% | -32.7% | -37.7% |
| 30D | -55.2% | -24.7% | -30.5% | -48.2% |
| 3M | -71.2% | -35.7% | -35.5% | -64.5% |
| 6M | -64.1% | -52.4% | -11.7% | -49.2% |
| YTD | -77.2% | -25.0% | -52.3% | -79.1% |
| 1Y | -93.2% | -25.7% | -67.5% | -93.1% |
| All | -93.2% | -25.7% | -67.4% | -93.1% |
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