-83.4%
FRMI vs REPL
+219.8%
-303.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.8% | -2.5% |
| 7D | +10.9% | -13.4% | +24.3% | +10.9% |
| 30D | -24.3% | -3.0% | -21.3% | -24.3% |
| 3M | -21.8% | +56.3% | -78.1% | -20.1% |
| 6M | -33.0% | +60.9% | -93.9% | -36.9% |
| YTD | -32.6% | +36.2% | -68.8% | -36.9% |
| All | -83.4% | +219.8% | -303.2% | -84.2% |
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