-84.3%
FRMI vs RACE
-14.1%
-70.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +5.5% |
| 7D | +2.4% | -2.5% | +4.9% | +2.6% |
| 30D | -17.3% | +0.8% | -18.1% | -17.2% |
| 3M | -17.2% | +17.2% | -34.3% | -17.3% |
| 6M | -43.4% | +13.6% | -56.9% | -43.8% |
| YTD | -36.0% | +12.2% | -48.2% | -38.4% |
| All | -84.3% | -14.1% | -70.2% | -85.9% |
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