-93.2%
FRMI vs FTV
+37.8%
-130.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.3% | -12.9% | -10.5% |
| 7D | -39.7% | +6.6% | -46.3% | -39.7% |
| 30D | -55.2% | +19.1% | -74.3% | -55.1% |
| 3M | -71.2% | +13.1% | -84.2% | -71.2% |
| 6M | -64.1% | +14.0% | -78.1% | -64.3% |
| YTD | -77.2% | +24.2% | -101.4% | -78.0% |
| 1Y | -93.2% | +36.4% | -129.5% | -92.1% |
| All | -93.2% | +37.8% | -130.9% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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