-93.7%
FRMI vs FN
-1.7%
-92.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -4.1% | +17.9% | +16.0% |
| 7D | +34.6% | +20.8% | +13.9% | +21.1% |
| 30D | -44.6% | -17.3% | -27.3% | -38.8% |
| 3M | -72.9% | -38.1% | -34.8% | -66.0% |
| 6M | -62.3% | -44.2% | -18.1% | -51.7% |
| YTD | -74.3% | -22.3% | -52.0% | -76.2% |
| 1Y | -90.5% | -20.9% | -69.6% | -90.6% |
| All | -93.7% | -1.7% | -92.0% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling