-83.0%
FRMI vs REPL
+249.0%
-332.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.2% |
| 7D | +15.9% | -9.6% | +25.5% | +15.9% |
| 30D | -6.0% | +5.7% | -11.7% | -5.9% |
| 3M | -1.6% | +56.4% | -58.0% | +0.8% |
| 6M | -30.7% | +67.4% | -98.1% | -34.8% |
| YTD | -30.9% | +48.7% | -79.5% | -35.2% |
| All | -83.0% | +249.0% | -332.0% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling