-84.3%
FRMI vs NVD
-54.2%
-30.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +4.7% |
| 7D | +2.4% | -11.1% | +13.5% | -2.9% |
| 30D | -17.3% | -13.3% | -4.0% | -21.0% |
| 3M | -17.2% | -19.8% | +2.7% | -21.5% |
| 6M | -43.4% | -48.8% | +5.4% | -57.1% |
| YTD | -36.0% | -49.7% | +13.7% | -49.6% |
| All | -84.3% | -54.2% | -30.1% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling