-83.4%
FRMI vs FTV
+12.0%
-95.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.9% |
| 7D | +10.9% | -5.2% | +16.1% | +9.9% |
| 30D | -24.3% | -11.5% | -12.8% | -26.0% |
| 3M | -21.8% | -9.0% | -12.7% | -22.5% |
| 6M | -33.0% | -2.0% | -31.0% | -34.9% |
| YTD | -32.6% | -0.9% | -31.7% | -34.5% |
| All | -83.4% | +12.0% | -95.4% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling