-84.3%
FRMI vs ROIV
+130.9%
-215.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.6% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -17.3% | +1.0% | -18.2% | -17.8% |
| 3M | -17.2% | +18.3% | -35.4% | -22.5% |
| 6M | -43.4% | +18.3% | -61.7% | -47.3% |
| YTD | -36.0% | +61.0% | -97.0% | -48.0% |
| All | -84.3% | +130.9% | -215.1% | -64.8% |
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