-85.1%
FRMI vs REPL
+144.6%
-229.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.4% | +27.1% | +26.7% |
| 7D | +66.2% | +1.2% | +65.0% | +66.2% |
| 30D | -17.4% | +92.2% | -109.6% | -18.1% |
| 3M | -60.5% | +44.1% | -104.6% | -60.8% |
| 6M | -56.5% | +313.0% | -369.5% | -57.8% |
| YTD | -67.4% | +125.2% | -192.6% | -76.1% |
| 1Y | -85.1% | +143.8% | -228.8% | -88.5% |
| All | -85.1% | +144.6% | -229.7% | -88.5% |
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