-84.3%
FRMI vs M
+32.7%
-117.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.8% | +5.2% |
| 7D | +2.4% | +4.7% | -2.3% | +2.1% |
| 30D | -17.3% | -9.6% | -7.6% | -16.7% |
| 3M | -17.2% | +0.9% | -18.0% | -17.7% |
| 6M | -43.4% | +22.3% | -65.6% | -43.4% |
| YTD | -36.0% | +6.5% | -42.5% | -37.4% |
| All | -84.3% | +32.7% | -117.0% | -84.2% |
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