-95.3%
FRMI vs P
+22.8%
-118.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.4% | -6.8% |
| 7D | -24.3% | -13.3% | -11.0% | -18.2% |
| 30D | -55.1% | -34.0% | -21.1% | -44.4% |
| 3M | -73.8% | +4.1% | -77.9% | -74.4% |
| 6M | -70.6% | +30.5% | -101.0% | -75.4% |
| YTD | -80.8% | +52.2% | -132.9% | -85.4% |
| 1Y | -93.9% | +10.3% | -104.2% | -95.1% |
| All | -95.3% | +22.8% | -118.1% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling