-95.2%
FRMI vs PL
-2.3%
-92.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | -0.8% |
| 7D | -39.8% | -6.8% | -33.0% | -38.2% |
| 30D | -60.5% | -29.3% | -31.2% | -55.8% |
| 3M | -74.6% | -44.8% | -29.9% | -69.5% |
| 6M | -71.8% | -68.4% | -3.4% | -60.9% |
| YTD | -80.4% | -36.4% | -44.0% | -77.0% |
| 1Y | -93.9% | +0.7% | -94.6% | -93.3% |
| All | -95.2% | -2.3% | -92.9% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling