-91.7%
FRMI vs FN
-19.6%
-72.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +5.9% | +11.7% | +14.3% |
| 7D | -0.5% | +8.0% | -8.6% | -4.2% |
| 30D | -44.3% | -19.1% | -25.2% | -38.0% |
| 3M | -74.6% | -29.8% | -44.7% | -70.1% |
| 6M | -66.3% | -43.2% | -23.1% | -57.0% |
| YTD | -77.4% | -18.9% | -58.4% | -80.0% |
| 1Y | -91.7% | -17.9% | -73.9% | -92.1% |
| All | -91.7% | -19.6% | -72.2% | -92.1% |
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