-84.3%
FRMI vs QS
-55.4%
-28.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.0% |
| 7D | +2.4% | -2.3% | +4.7% | +3.9% |
| 30D | -17.3% | -0.7% | -16.6% | -16.7% |
| 3M | -17.2% | -39.6% | +22.5% | +8.6% |
| 6M | -43.4% | -21.7% | -21.6% | -35.7% |
| YTD | -36.0% | -47.4% | +11.4% | -14.1% |
| All | -84.3% | -55.4% | -28.8% | -77.3% |
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