-93.2%
FRMI vs RVMD
+244.4%
-337.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.8% | -13.4% | -10.9% |
| 7D | -39.7% | +5.8% | -45.6% | -40.2% |
| 30D | -55.2% | -3.8% | -51.3% | -55.0% |
| 3M | -71.2% | +3.2% | -74.4% | -71.4% |
| 6M | -64.1% | +35.0% | -99.1% | -65.3% |
| YTD | -77.2% | +150.7% | -228.0% | -78.3% |
| 1Y | -93.2% | +241.0% | -334.1% | -96.0% |
| All | -93.2% | +244.4% | -337.5% | -96.0% |
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