-82.4%
FRMI vs P
+21.8%
-104.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.6% | +9.9% | +10.7% |
| 7D | +23.3% | +7.8% | +15.5% | +18.8% |
| 30D | -7.6% | +12.3% | -19.9% | -13.7% |
| 3M | +0.2% | +37.1% | -36.9% | -16.0% |
| 6M | -28.7% | +66.1% | -94.8% | -49.7% |
| YTD | -28.6% | +50.9% | -79.6% | -45.9% |
| All | -82.4% | +21.8% | -104.3% | -84.6% |
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