-95.3%
FRMI vs FN
-3.2%
-92.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.8% | -2.5% | -4.7% |
| 7D | -24.3% | -4.1% | -20.2% | -22.5% |
| 30D | -55.1% | -28.3% | -26.8% | -46.8% |
| 3M | -73.8% | -33.9% | -39.9% | -68.3% |
| 6M | -70.6% | -43.9% | -26.7% | -62.5% |
| YTD | -80.8% | -23.4% | -57.3% | -82.1% |
| 1Y | -93.9% | -25.4% | -68.5% | -93.8% |
| All | -95.3% | -3.2% | -92.1% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling