-83.1%
FRMI vs FRSH
+2.0%
-85.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.1% |
| 7D | +7.4% | -6.6% | +14.0% | +5.5% |
| 30D | -27.6% | +2.1% | -29.7% | -26.9% |
| 3M | -20.9% | +29.0% | -49.8% | -16.8% |
| 6M | -36.6% | +48.6% | -85.2% | -32.2% |
| YTD | -31.3% | -2.9% | -28.3% | -41.3% |
| All | -83.1% | +2.0% | -85.1% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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