-83.4%
FRMI vs FND
-37.0%
-46.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +10.9% | -5.1% | +16.0% | +12.3% |
| 30D | -24.3% | -22.5% | -1.8% | -18.8% |
| 3M | -21.8% | -5.0% | -16.8% | -22.8% |
| 6M | -33.0% | -21.5% | -11.5% | -28.4% |
| YTD | -32.6% | -23.0% | -9.6% | -23.5% |
| All | -83.4% | -37.0% | -46.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling