-95.2%
FRMI vs FN
-9.1%
-86.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.0% | -3.6% |
| 7D | -39.8% | 0.0% | -39.8% | -40.2% |
| 30D | -60.5% | -34.3% | -26.1% | -50.9% |
| 3M | -74.6% | -39.9% | -34.8% | -67.6% |
| 6M | -71.8% | -51.8% | -19.9% | -60.6% |
| YTD | -80.4% | -28.1% | -52.2% | -81.1% |
| 1Y | -93.9% | -29.1% | -64.8% | -93.5% |
| All | -95.2% | -9.1% | -86.0% | -95.3% |
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