-93.7%
FRMI vs ROIV
+164.3%
-258.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -4.4% | +18.3% | +15.9% |
| 7D | +34.6% | +9.2% | +25.4% | +28.5% |
| 30D | -44.6% | +19.9% | -64.5% | -49.4% |
| 3M | -72.9% | +10.6% | -83.5% | -74.4% |
| 6M | -62.3% | +36.1% | -98.4% | -67.4% |
| YTD | -74.3% | +84.3% | -158.5% | -80.5% |
| 1Y | -90.5% | +87.6% | -178.1% | -92.6% |
| All | -93.7% | +164.3% | -258.0% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling