-84.3%
FRMI vs RVMD
+351.3%
-435.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.4% |
| 7D | +2.4% | +1.0% | +1.4% | +2.2% |
| 30D | -17.3% | +6.4% | -23.7% | -18.1% |
| 3M | -17.2% | +34.9% | -52.0% | -19.9% |
| 6M | -43.4% | +107.6% | -150.9% | -48.6% |
| YTD | -36.0% | +163.7% | -199.7% | -39.4% |
| All | -84.3% | +351.3% | -435.5% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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