-94.4%
FRMI vs ROIV
+176.6%
-271.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +1.6% | +15.9% | +16.7% |
| 7D | -0.5% | +9.5% | -10.0% | -4.5% |
| 30D | -44.3% | +21.0% | -65.3% | -49.2% |
| 3M | -74.6% | +18.7% | -93.3% | -76.7% |
| 6M | -66.3% | +44.5% | -110.8% | -71.6% |
| YTD | -77.4% | +92.9% | -170.2% | -83.2% |
| 1Y | -91.7% | +100.2% | -192.0% | -93.5% |
| All | -94.4% | +176.6% | -271.0% | -88.6% |
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