-93.2%
FRMI vs FTI
+57.1%
-150.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.4% | -7.2% | -9.2% |
| 7D | -39.7% | -9.7% | -30.1% | -37.2% |
| 30D | -55.2% | -8.2% | -47.0% | -53.5% |
| 3M | -71.2% | -7.8% | -63.3% | -70.3% |
| 6M | -64.1% | -13.4% | -50.7% | -61.5% |
| YTD | -77.2% | +45.1% | -122.3% | -81.4% |
| 1Y | -93.2% | +54.6% | -147.8% | -95.0% |
| All | -93.2% | +57.1% | -150.3% | -95.0% |
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