-93.2%
FRMI vs ROIV
+97.8%
-191.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.1% | -16.6% | -13.9% |
| 7D | -39.7% | +3.0% | -42.8% | -40.8% |
| 30D | -55.2% | +6.8% | -62.0% | -57.0% |
| 3M | -71.2% | +10.5% | -81.7% | -73.1% |
| 6M | -64.1% | +34.8% | -98.9% | -70.0% |
| YTD | -77.2% | +76.2% | -153.4% | -84.3% |
| 1Y | -93.2% | +92.4% | -185.6% | -95.7% |
| All | -93.2% | +97.8% | -191.0% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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