-94.9%
FRMI vs P
+23.9%
-118.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +2.5% |
| 7D | -24.7% | -9.6% | -15.1% | -20.4% |
| 30D | -51.6% | -33.4% | -18.2% | -40.4% |
| 3M | -73.1% | +14.2% | -87.3% | -75.0% |
| 6M | -68.3% | +31.6% | -99.8% | -73.7% |
| YTD | -79.3% | +53.5% | -132.7% | -84.4% |
| 1Y | -93.2% | +14.2% | -107.4% | -94.5% |
| All | -94.9% | +23.9% | -118.8% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling