-93.2%
FRMI vs REPL
+125.1%
-218.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.2% | -10.8% | -10.6% |
| 7D | -39.7% | +28.8% | -68.6% | -39.9% |
| 30D | -55.2% | +57.3% | -112.5% | -55.5% |
| 3M | -71.2% | +73.6% | -144.7% | -71.4% |
| 6M | -64.1% | +582.8% | -646.9% | -67.1% |
| YTD | -77.2% | +112.9% | -190.1% | -83.1% |
| 1Y | -93.2% | +130.7% | -223.8% | -95.0% |
| All | -93.2% | +125.1% | -218.3% | -95.0% |
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