-94.9%
FRMI vs ROIV
+168.8%
-263.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.6% | +1.1% | +3.5% |
| 7D | -24.7% | +13.3% | -38.0% | -29.2% |
| 30D | -51.6% | +14.8% | -66.4% | -54.7% |
| 3M | -73.1% | +11.9% | -85.1% | -74.7% |
| 6M | -68.3% | +42.4% | -110.7% | -73.0% |
| YTD | -79.3% | +87.4% | -166.7% | -84.4% |
| 1Y | -93.2% | +97.2% | -190.4% | -94.3% |
| All | -94.9% | +168.8% | -263.7% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling