-83.0%
FRMI vs RVMD
+346.2%
-429.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | +15.9% | -0.7% | +16.7% | +16.0% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | -1.6% | +38.9% | -40.5% | -5.1% |
| 6M | -30.7% | +108.1% | -138.8% | -37.0% |
| YTD | -30.9% | +160.7% | -191.6% | -34.5% |
| All | -83.0% | +346.2% | -429.2% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling