-91.7%
FRMI vs ROIV
+96.8%
-188.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +1.6% | +15.9% | +16.6% |
| 7D | -0.5% | +9.5% | -10.0% | -5.1% |
| 30D | -44.3% | +21.0% | -65.3% | -50.0% |
| 3M | -74.6% | +18.7% | -93.3% | -77.0% |
| 6M | -66.3% | +44.5% | -110.8% | -72.7% |
| YTD | -77.4% | +92.9% | -170.2% | -84.9% |
| 1Y | -91.7% | +100.2% | -192.0% | -94.3% |
| All | -91.7% | +96.8% | -188.5% | -94.3% |
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