-83.4%
FRMI vs RUN
-53.4%
-30.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | +10.9% | -3.4% | +14.3% | +12.4% |
| 30D | -24.3% | -14.0% | -10.3% | -20.3% |
| 3M | -21.8% | -27.5% | +5.7% | -14.3% |
| 6M | -33.0% | -29.0% | -4.1% | -26.7% |
| YTD | -32.6% | -53.1% | +20.5% | -18.4% |
| All | -83.4% | -53.4% | -30.1% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling