-83.1%
FRMI vs FTV
+12.3%
-95.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.1% |
| 7D | +7.4% | -4.0% | +11.4% | +6.7% |
| 30D | -27.6% | -11.0% | -16.6% | -29.1% |
| 3M | -20.9% | -8.4% | -12.5% | -21.5% |
| 6M | -36.6% | -2.6% | -34.0% | -38.3% |
| YTD | -31.3% | -0.6% | -30.6% | -33.1% |
| All | -83.1% | +12.3% | -95.4% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling