-93.2%
FRMI vs INDA
-7.3%
-85.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.7% | -13.3% | -14.1% |
| 7D | -39.7% | +6.9% | -46.7% | -46.0% |
| 30D | -55.2% | +7.4% | -62.6% | -59.8% |
| 3M | -71.2% | -1.0% | -70.2% | -70.9% |
| 6M | -64.1% | +2.9% | -67.0% | -65.6% |
| YTD | -77.2% | -7.4% | -69.8% | -74.1% |
| 1Y | -93.2% | -7.4% | -85.8% | -92.2% |
| All | -93.2% | -7.3% | -85.8% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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