-84.3%
FRMI vs NWSA
-0.1%
-84.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.2% | +4.8% |
| 7D | +2.4% | -1.9% | +4.3% | +1.8% |
| 30D | -17.3% | +4.6% | -21.9% | -16.0% |
| 3M | -17.2% | +13.2% | -30.4% | -13.5% |
| 6M | -43.4% | +27.0% | -70.4% | -39.9% |
| YTD | -36.0% | +16.8% | -52.8% | -35.7% |
| All | -84.3% | -0.1% | -84.1% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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