-92.0%
FRMI vs RACE
-13.9%
-78.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.4% | +25.3% | +26.6% |
| 7D | +66.2% | -1.2% | +67.4% | +66.3% |
| 30D | -17.4% | +6.1% | -23.5% | -17.9% |
| 3M | -60.5% | -0.3% | -60.2% | -60.4% |
| 6M | -56.5% | +23.4% | -79.9% | -56.7% |
| YTD | -67.4% | +12.5% | -79.9% | -68.6% |
| 1Y | -85.1% | -0.5% | -84.6% | -86.4% |
| All | -92.0% | -13.9% | -78.1% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling