-82.4%
FRMI vs RACE
-14.9%
-67.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.0% | +12.5% | +11.6% |
| 7D | +23.3% | -1.0% | +24.4% | +23.4% |
| 30D | -7.6% | -1.5% | -6.1% | -7.4% |
| 3M | +0.2% | +15.5% | -15.3% | +0.1% |
| 6M | -28.7% | +17.3% | -46.0% | -29.0% |
| YTD | -28.6% | +11.1% | -39.7% | -31.3% |
| All | -82.4% | -14.9% | -67.5% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling