-82.4%
FRMI vs RUN
-50.2%
-32.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.7% | +7.8% | +10.2% |
| 7D | +23.3% | +10.2% | +13.2% | +19.3% |
| 30D | -7.6% | -9.6% | +2.0% | -4.4% |
| 3M | +0.2% | -31.5% | +31.7% | +11.8% |
| 6M | -28.7% | -18.7% | -10.0% | -25.5% |
| YTD | -28.6% | -49.9% | +21.3% | -15.5% |
| All | -82.4% | -50.2% | -32.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling