-77.4%
FRMI vs Q
+75.4%
-152.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.1% |
| 7D | +10.9% | +4.1% | +6.8% | +7.5% |
| 30D | -24.3% | -10.7% | -13.6% | -16.8% |
| 3M | -21.8% | -11.7% | -10.1% | -14.8% |
| 6M | -33.0% | +8.3% | -41.4% | -42.9% |
| YTD | -32.6% | +51.3% | -83.9% | -62.1% |
| All | -77.4% | +75.4% | -152.8% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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