-84.3%
FRMI vs FTV
+16.8%
-101.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.2% |
| 7D | +2.4% | -4.6% | +7.0% | +1.5% |
| 30D | -17.3% | -7.2% | -10.1% | -18.4% |
| 3M | -17.2% | -7.3% | -9.9% | -18.0% |
| 6M | -43.4% | -1.6% | -41.7% | -44.6% |
| YTD | -36.0% | +3.3% | -39.3% | -37.3% |
| All | -84.3% | +16.8% | -101.1% | -81.3% |
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