-76.9%
FRMI vs Q
+79.8%
-156.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | 0.0% |
| 7D | +7.4% | +4.9% | +2.5% | +3.3% |
| 30D | -27.6% | -11.0% | -16.7% | -20.4% |
| 3M | -20.9% | -15.2% | -5.7% | -10.9% |
| 6M | -36.6% | +8.8% | -45.4% | -46.0% |
| YTD | -31.3% | +55.1% | -86.3% | -62.1% |
| All | -76.9% | +79.8% | -156.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling