-92.0%
FRMI vs M
+43.5%
-135.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.5% | +25.2% | +26.6% |
| 7D | +66.2% | +7.0% | +59.2% | +65.0% |
| 30D | -17.4% | +8.9% | -26.3% | -17.8% |
| 3M | -60.5% | +4.5% | -65.0% | -60.7% |
| 6M | -56.5% | +36.2% | -92.7% | -56.6% |
| YTD | -67.4% | +15.1% | -82.5% | -68.3% |
| 1Y | -85.1% | +27.4% | -112.5% | -85.9% |
| All | -92.0% | +43.5% | -135.4% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling