-93.2%
FRMI vs FND
-10.3%
-82.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +10.9% | -21.5% | -13.2% |
| 7D | -39.7% | +12.3% | -52.1% | -41.8% |
| 30D | -55.2% | +14.7% | -69.9% | -57.1% |
| 3M | -71.2% | -12.0% | -59.1% | -70.1% |
| 6M | -64.1% | +10.8% | -74.9% | -66.6% |
| YTD | -77.2% | -12.3% | -65.0% | -75.1% |
| 1Y | -93.2% | -13.4% | -79.8% | -92.5% |
| All | -93.2% | -10.3% | -82.9% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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