-83.1%
FRMI vs QID
-31.8%
-51.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +0.3% |
| 7D | +7.4% | +1.3% | +6.1% | +8.8% |
| 30D | -27.6% | +2.9% | -30.6% | -25.3% |
| 3M | -20.9% | -0.7% | -20.1% | -19.0% |
| 6M | -36.6% | -29.7% | -6.9% | -54.1% |
| YTD | -31.3% | -27.9% | -3.4% | -47.1% |
| All | -83.1% | -31.8% | -51.3% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling