-92.0%
FRMI vs PL
+7.6%
-99.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.6% | +27.3% | +26.9% |
| 7D | +66.2% | +10.0% | +56.2% | +60.5% |
| 30D | -17.4% | -2.3% | -15.1% | -16.7% |
| 3M | -60.5% | -44.2% | -16.3% | -53.0% |
| 6M | -56.5% | -66.1% | +9.6% | -41.3% |
| YTD | -67.4% | -30.0% | -37.4% | -63.1% |
| 1Y | -85.1% | +21.0% | -106.1% | -84.8% |
| All | -92.0% | +7.6% | -99.5% | -91.6% |
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