-93.2%
FRMI vs QID
-21.1%
-72.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.8% | -8.7% | -12.6% |
| 7D | -39.7% | +9.8% | -49.5% | -32.6% |
| 30D | -55.2% | +18.9% | -74.1% | -44.3% |
| 3M | -71.2% | +9.6% | -80.7% | -66.7% |
| 6M | -64.1% | -7.8% | -56.3% | -65.6% |
| YTD | -77.2% | -23.3% | -53.9% | -81.6% |
| 1Y | -93.2% | -22.0% | -71.1% | -93.8% |
| All | -93.2% | -21.1% | -72.1% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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