-83.4%
FRMI vs FN
+12.2%
-95.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -0.7% |
| 7D | +10.9% | +2.3% | +8.6% | +9.8% |
| 30D | -24.3% | -23.2% | -1.1% | -14.2% |
| 3M | -21.8% | -30.4% | +8.6% | -9.5% |
| 6M | -33.0% | -25.6% | -7.4% | -30.2% |
| YTD | -32.6% | -11.3% | -21.4% | -41.4% |
| All | -83.4% | +12.2% | -95.6% | -85.6% |
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