-93.2%
FRMI vs RUN
-53.7%
-39.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.3% | -11.8% | -11.0% |
| 7D | -39.7% | +18.5% | -58.2% | -44.3% |
| 30D | -55.2% | +15.5% | -70.7% | -58.0% |
| 3M | -71.2% | -20.3% | -50.8% | -68.9% |
| 6M | -64.1% | -30.8% | -33.3% | -60.1% |
| YTD | -77.2% | -52.2% | -25.0% | -72.5% |
| 1Y | -93.2% | -53.9% | -39.3% | -91.7% |
| All | -93.2% | -53.7% | -39.4% | -91.7% |
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