-76.8%
FRMI vs Q
+78.4%
-155.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -4.9% | -4.6% |
| 7D | +15.9% | +6.6% | +9.3% | +10.1% |
| 30D | -6.0% | -6.6% | +0.6% | -0.1% |
| 3M | -1.6% | -13.2% | +11.6% | +8.0% |
| 6M | -30.7% | +9.9% | -40.7% | -41.6% |
| YTD | -30.9% | +53.9% | -84.8% | -61.6% |
| All | -76.8% | +78.4% | -155.2% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling