-93.2%
FRMI vs P
+19.7%
-112.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.0% | -5.6% | -7.9% |
| 7D | -39.7% | -19.4% | -20.4% | -32.1% |
| 30D | -55.2% | -22.3% | -32.9% | -48.6% |
| 3M | -71.2% | +33.2% | -104.3% | -75.7% |
| 6M | -64.1% | +53.6% | -117.7% | -73.9% |
| YTD | -77.2% | +66.8% | -144.0% | -84.4% |
| 1Y | -93.2% | +17.5% | -110.7% | -94.7% |
| All | -93.2% | +19.7% | -112.9% | -94.7% |
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