-84.3%
FRMI vs FND
-32.5%
-51.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.8% |
| 7D | +2.4% | -5.2% | +7.6% | +4.0% |
| 30D | -17.3% | -19.9% | +2.6% | -12.0% |
| 3M | -17.2% | +2.7% | -19.9% | -20.0% |
| 6M | -43.4% | -21.7% | -21.7% | -38.1% |
| YTD | -36.0% | -17.5% | -18.5% | -28.6% |
| All | -84.3% | -32.5% | -51.8% | -81.2% |
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