-83.1%
FRMI vs NVD
-49.2%
-33.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.2% |
| 7D | +7.4% | +10.8% | -3.4% | +12.8% |
| 30D | -27.6% | +0.8% | -28.4% | -26.0% |
| 3M | -20.9% | -20.8% | 0.0% | -26.8% |
| 6M | -36.6% | -41.2% | +4.6% | -48.6% |
| YTD | -31.3% | -44.2% | +12.9% | -43.2% |
| All | -83.1% | -49.2% | -33.9% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling