-83.4%
FRMI vs QS
-57.9%
-25.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.1% |
| 7D | +10.9% | -5.0% | +15.9% | +14.2% |
| 30D | -24.3% | -18.3% | -6.0% | -14.7% |
| 3M | -21.8% | -26.0% | +4.2% | -7.6% |
| 6M | -33.0% | -24.0% | -9.0% | -22.5% |
| YTD | -32.6% | -50.3% | +17.7% | -6.5% |
| All | -83.4% | -57.9% | -25.5% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling