-84.3%
FRMI vs PL
+41.1%
-125.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.7% |
| 7D | +2.4% | -9.3% | +11.7% | +5.2% |
| 30D | -17.3% | -18.9% | +1.6% | -11.9% |
| 3M | -17.2% | -58.4% | +41.2% | +4.6% |
| 6M | -43.4% | -30.3% | -13.1% | -37.6% |
| YTD | -36.0% | -8.1% | -27.9% | -33.2% |
| All | -84.3% | +41.1% | -125.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling