-95.2%
FRMI vs ROIV
+157.0%
-252.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | -0.4% |
| 7D | -39.8% | +5.3% | -45.2% | -41.2% |
| 30D | -60.5% | +11.9% | -72.3% | -62.6% |
| 3M | -74.6% | +10.7% | -85.3% | -76.0% |
| 6M | -71.8% | +34.9% | -106.7% | -75.4% |
| YTD | -80.4% | +79.2% | -159.5% | -84.9% |
| 1Y | -93.9% | +89.0% | -182.9% | -94.8% |
| All | -95.2% | +157.0% | -252.1% | -89.8% |
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