-93.2%
FRMI vs RVTY
+74.0%
-167.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.5% | -8.1% | -10.0% |
| 7D | -39.7% | -3.6% | -36.2% | -39.1% |
| 30D | -55.2% | +1.4% | -56.5% | -55.1% |
| 3M | -71.2% | +43.2% | -114.3% | -73.2% |
| 6M | -64.1% | +84.5% | -148.6% | -69.4% |
| YTD | -77.2% | +65.2% | -142.4% | -80.6% |
| 1Y | -93.2% | +74.3% | -167.5% | -93.6% |
| All | -93.2% | +74.0% | -167.1% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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