-83.1%
FRMI vs INDA
-7.4%
-75.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +0.9% |
| 7D | +7.4% | -2.7% | +10.1% | +10.7% |
| 30D | -27.6% | -2.8% | -24.9% | -25.2% |
| 3M | -20.9% | +1.6% | -22.5% | -22.2% |
| 6M | -36.6% | -1.4% | -35.2% | -35.4% |
| YTD | -31.3% | -10.1% | -21.1% | -24.6% |
| All | -83.1% | -7.4% | -75.7% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling