-93.2%
FRMI vs RACE
+10.6%
-103.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.3% | -14.8% | -11.3% |
| 7D | -39.7% | +9.9% | -49.7% | -41.1% |
| 30D | -55.2% | +12.8% | -68.0% | -56.4% |
| 3M | -71.2% | +7.4% | -78.5% | -71.6% |
| 6M | -64.1% | +27.6% | -91.7% | -65.9% |
| YTD | -77.2% | +18.4% | -95.6% | -79.4% |
| 1Y | -93.2% | +9.5% | -102.7% | -94.1% |
| All | -93.2% | +10.6% | -103.7% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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