-83.0%
FRMI vs M
+23.9%
-106.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.9% |
| 7D | +15.9% | -4.1% | +20.0% | +16.2% |
| 30D | -6.0% | -13.6% | +7.7% | -5.1% |
| 3M | -1.6% | -2.3% | +0.7% | -1.9% |
| 6M | -30.7% | +21.9% | -52.6% | -29.9% |
| YTD | -30.9% | -0.6% | -30.3% | -32.1% |
| All | -83.0% | +23.9% | -106.9% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling