-83.1%
FRMI vs NWSA
-2.9%
-80.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.1% |
| 7D | +7.4% | -2.8% | +10.2% | +6.4% |
| 30D | -27.6% | +3.0% | -30.7% | -26.9% |
| 3M | -20.9% | +12.3% | -33.2% | -17.9% |
| 6M | -36.6% | +21.9% | -58.5% | -33.5% |
| YTD | -31.3% | +13.6% | -44.8% | -31.5% |
| All | -83.1% | -2.9% | -80.2% | -84.1% |
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