-82.4%
FRMI vs M
+29.3%
-111.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.6% | +14.1% | +11.7% |
| 7D | +23.3% | +2.4% | +21.0% | +23.1% |
| 30D | -7.6% | -11.6% | +4.0% | -6.8% |
| 3M | +0.2% | +1.6% | -1.4% | -0.4% |
| 6M | -28.7% | +25.2% | -53.9% | -28.2% |
| YTD | -28.6% | +3.8% | -32.4% | -30.1% |
| All | -82.4% | +29.3% | -111.7% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling