-93.2%
FRMI vs QS
-71.4%
-21.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +7.5% | -18.1% | -16.1% |
| 7D | -39.7% | +4.5% | -44.2% | -42.1% |
| 30D | -55.2% | -4.1% | -51.1% | -54.1% |
| 3M | -71.2% | -22.1% | -49.0% | -65.3% |
| 6M | -64.1% | -38.4% | -25.7% | -50.9% |
| YTD | -77.2% | -57.5% | -19.8% | -57.2% |
| 1Y | -93.2% | -71.3% | -21.9% | -82.1% |
| All | -93.2% | -71.4% | -21.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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