-95.2%
FRMI vs P
+16.5%
-111.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +0.8% |
| 7D | -39.8% | -23.8% | -16.0% | -30.4% |
| 30D | -60.5% | -36.6% | -23.8% | -50.0% |
| 3M | -74.6% | +10.9% | -85.5% | -76.1% |
| 6M | -71.8% | +30.0% | -101.8% | -76.6% |
| YTD | -80.4% | +44.4% | -124.8% | -84.7% |
| 1Y | -93.9% | +3.9% | -97.8% | -95.0% |
| All | -95.2% | +16.5% | -111.7% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling