-83.1%
FRMI vs NTR
+36.0%
-119.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +7.4% | -1.3% | +8.7% | +7.3% |
| 30D | -27.6% | +16.8% | -44.4% | -26.5% |
| 3M | -20.9% | +20.7% | -41.6% | -19.3% |
| 6M | -36.6% | +0.5% | -37.1% | -34.8% |
| YTD | -31.3% | +29.2% | -60.4% | -28.1% |
| All | -83.1% | +36.0% | -119.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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