-83.0%
FRMI vs QS
-57.6%
-25.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.6% | +3.5% | +0.6% |
| 7D | +15.9% | -4.2% | +20.2% | +18.9% |
| 30D | -6.0% | -15.7% | +9.7% | +4.3% |
| 3M | -1.6% | -28.7% | +27.1% | +17.9% |
| 6M | -30.7% | -23.2% | -7.5% | -20.3% |
| YTD | -30.9% | -49.9% | +19.0% | -4.5% |
| All | -83.0% | -57.6% | -25.4% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling