-84.3%
FRMI vs ITOT
+17.2%
-101.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.7% | +6.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.2% |
| 30D | -17.3% | 0.0% | -17.3% | -17.5% |
| 3M | -17.2% | +2.0% | -19.1% | -21.3% |
| 6M | -43.4% | +13.0% | -56.4% | -58.3% |
| YTD | -36.0% | +14.0% | -50.0% | -52.8% |
| All | -84.3% | +17.2% | -101.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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