-94.9%
FRMI vs PL
+11.9%
-106.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.5% | -8.8% | +0.9% |
| 7D | -24.7% | +10.9% | -35.6% | -27.2% |
| 30D | -51.6% | -16.4% | -35.2% | -48.9% |
| 3M | -73.1% | -39.9% | -33.2% | -68.7% |
| 6M | -68.3% | -63.2% | -5.1% | -58.2% |
| YTD | -79.3% | -27.1% | -52.1% | -76.8% |
| 1Y | -93.2% | +12.2% | -105.4% | -92.9% |
| All | -94.9% | +11.9% | -106.8% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling