-84.3%
FRMI vs RUN
-52.0%
-32.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.5% |
| 7D | +2.4% | +1.3% | +1.1% | +1.9% |
| 30D | -17.3% | -15.3% | -2.0% | -12.9% |
| 3M | -17.2% | -40.0% | +22.9% | -2.8% |
| 6M | -43.4% | -27.0% | -16.4% | -38.7% |
| YTD | -36.0% | -51.7% | +15.7% | -23.4% |
| All | -84.3% | -52.0% | -32.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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