-82.4%
FRMI vs ROIV
+174.2%
-256.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +18.8% | -7.2% | +2.2% |
| 7D | +23.3% | +20.2% | +3.2% | +12.4% |
| 30D | -7.6% | +14.1% | -21.7% | -13.9% |
| 3M | +0.2% | +45.6% | -45.4% | -15.6% |
| 6M | -28.7% | +44.1% | -72.8% | -39.9% |
| YTD | -28.6% | +91.2% | -119.8% | -46.8% |
| All | -82.4% | +174.2% | -256.6% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling