-95.2%
FRMI vs RACE
-12.8%
-82.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -39.8% | +5.1% | -44.9% | -40.1% |
| 30D | -60.5% | +7.7% | -68.2% | -60.7% |
| 3M | -74.6% | +2.2% | -76.8% | -74.7% |
| 6M | -71.8% | +23.8% | -95.5% | -71.9% |
| YTD | -80.4% | +13.9% | -94.3% | -81.1% |
| 1Y | -93.9% | +3.8% | -97.7% | -94.4% |
| All | -95.2% | -12.8% | -82.4% | -95.7% |
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