-84.3%
FRMI vs REPL
+263.3%
-347.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +5.3% |
| 7D | +2.4% | -3.0% | +5.4% | +2.4% |
| 30D | -17.3% | +27.1% | -44.4% | -17.2% |
| 3M | -17.2% | +52.4% | -69.5% | -14.9% |
| 6M | -43.4% | +107.4% | -150.8% | -46.5% |
| YTD | -36.0% | +54.7% | -90.7% | -40.0% |
| All | -84.3% | +263.3% | -347.5% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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