-93.2%
FRMI vs M
+36.6%
-129.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +7.6% | -18.2% | -10.9% |
| 7D | -39.7% | +8.3% | -48.0% | -40.0% |
| 30D | -55.2% | +14.2% | -69.3% | -55.6% |
| 3M | -71.2% | -1.1% | -70.1% | -71.1% |
| 6M | -64.1% | +36.6% | -100.7% | -64.3% |
| YTD | -77.2% | +19.8% | -97.0% | -78.1% |
| 1Y | -93.2% | +37.2% | -130.3% | -94.0% |
| All | -93.2% | +36.6% | -129.7% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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