-93.2%
FRMI vs QSR
+23.8%
-117.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.5% | -16.0% | -6.1% |
| 7D | -39.7% | +5.2% | -44.9% | -36.6% |
| 30D | -55.2% | +12.2% | -67.4% | -50.2% |
| 3M | -71.2% | +7.0% | -78.2% | -68.9% |
| 6M | -64.1% | -0.3% | -63.8% | -63.6% |
| YTD | -77.2% | +18.0% | -95.2% | -72.8% |
| 1Y | -93.2% | +22.6% | -115.8% | -91.5% |
| All | -93.2% | +23.8% | -117.0% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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