-83.4%
FRMI vs NTR
+36.5%
-119.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -2.8% |
| 7D | +10.9% | -2.5% | +13.4% | +10.6% |
| 30D | -24.3% | +17.0% | -41.3% | -23.1% |
| 3M | -21.8% | +22.2% | -44.0% | -20.2% |
| 6M | -33.0% | +5.2% | -38.2% | -31.7% |
| YTD | -32.6% | +29.7% | -62.3% | -29.5% |
| All | -83.4% | +36.5% | -119.9% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling