-92.0%
FRMI vs P
+30.1%
-122.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.9% | +28.6% | +27.7% |
| 7D | +66.2% | +11.6% | +54.6% | +57.3% |
| 30D | -17.4% | -23.7% | +6.3% | -5.2% |
| 3M | -60.5% | -8.0% | -52.5% | -58.9% |
| 6M | -56.5% | +27.9% | -84.4% | -62.8% |
| YTD | -67.4% | +61.2% | -128.5% | -76.0% |
| 1Y | -85.1% | +28.6% | -113.7% | -88.7% |
| All | -92.0% | +30.1% | -122.1% | -93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling