-56.5%
FRMI vs Q
-30.6%
-25.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -3.5% | +30.2% | +29.6% |
| 7D | +66.2% | +1.2% | +65.1% | +62.7% |
| 30D | -17.4% | -2.7% | -14.7% | -15.8% |
| 3M | -60.5% | -16.9% | -43.5% | -53.8% |
| 6M | -56.5% | -26.9% | -29.6% | -47.0% |
| All | -56.5% | -30.6% | -25.9% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling