-95.3%
FRMI vs REPL
+462.3%
-557.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.6% | -11.8% | -7.3% |
| 7D | -24.3% | +12.7% | -37.1% | -24.4% |
| 30D | -55.1% | +73.5% | -128.6% | -55.3% |
| 3M | -73.8% | +70.3% | -144.1% | -73.9% |
| 6M | -70.6% | +472.0% | -542.5% | -71.4% |
| YTD | -80.8% | +139.5% | -220.3% | -82.1% |
| 1Y | -93.9% | +167.3% | -261.2% | -94.3% |
| All | -95.3% | +462.3% | -557.6% | -95.5% |
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 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