-84.3%
FRMI vs P
+19.9%
-104.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +4.0% | +4.7% |
| 7D | +2.4% | +6.5% | -4.1% | -0.8% |
| 30D | -17.3% | +18.8% | -36.1% | -25.0% |
| 3M | -17.2% | +26.7% | -43.9% | -27.7% |
| 6M | -43.4% | +62.2% | -105.5% | -59.5% |
| YTD | -36.0% | +48.5% | -84.5% | -51.1% |
| All | -84.3% | +19.9% | -104.1% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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