-84.3%
FRMI vs FTI
+104.8%
-189.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | +2.4% | +5.3% | -2.9% | +0.9% |
| 30D | -17.3% | +15.3% | -32.6% | -20.6% |
| 3M | -17.2% | +15.8% | -32.9% | -20.6% |
| 6M | -43.4% | +22.6% | -65.9% | -48.0% |
| YTD | -36.0% | +79.5% | -115.5% | -43.7% |
| All | -84.3% | +104.8% | -189.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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