-85.1%
FRMI vs ROIV
+87.6%
-172.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.2% | +27.8% | +27.3% |
| 7D | +66.2% | +1.7% | +64.6% | +63.9% |
| 30D | -17.4% | +17.6% | -35.0% | -24.5% |
| 3M | -60.5% | +9.0% | -69.4% | -62.6% |
| 6M | -56.5% | +35.3% | -91.8% | -63.1% |
| YTD | -67.4% | +82.2% | -149.5% | -76.6% |
| 1Y | -85.1% | +92.3% | -177.4% | -88.1% |
| All | -85.1% | +87.6% | -172.7% | -88.1% |
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