-83.1%
FRMI vs NTRS
+44.6%
-127.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.5% |
| 7D | +7.4% | +1.4% | +6.1% | +6.5% |
| 30D | -27.6% | -0.7% | -27.0% | -27.4% |
| 3M | -20.9% | +11.3% | -32.2% | -25.3% |
| 6M | -36.6% | +35.5% | -72.1% | -49.2% |
| YTD | -31.3% | +40.6% | -71.8% | -45.6% |
| All | -83.1% | +44.6% | -127.7% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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