-82.4%
FRMI vs FND
-35.6%
-46.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -4.6% | +16.1% | +12.8% |
| 7D | +23.3% | +0.4% | +22.9% | +22.9% |
| 30D | -7.6% | -23.6% | +16.0% | -0.5% |
| 3M | +0.2% | +4.3% | -4.2% | -5.1% |
| 6M | -28.7% | -20.3% | -8.4% | -24.0% |
| YTD | -28.6% | -21.3% | -7.3% | -19.5% |
| All | -82.4% | -35.6% | -46.9% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling