-93.7%
FRMI vs M
+41.3%
-135.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.1% | +15.9% | +14.0% |
| 7D | +34.6% | +0.6% | +34.1% | +34.2% |
| 30D | -44.6% | +7.0% | -51.6% | -44.8% |
| 3M | -72.9% | +3.1% | -76.0% | -73.0% |
| 6M | -62.3% | +33.5% | -95.8% | -62.4% |
| YTD | -74.3% | +13.4% | -87.7% | -74.9% |
| 1Y | -90.5% | +22.4% | -113.0% | -90.9% |
| All | -93.7% | +41.3% | -135.0% | -93.7% |
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