-83.4%
FRMI vs RVTY
+38.5%
-122.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | +10.9% | -7.4% | +18.3% | +12.7% |
| 30D | -24.3% | +4.5% | -28.8% | -25.0% |
| 3M | -21.8% | +19.5% | -41.2% | -25.1% |
| 6M | -33.0% | +34.1% | -67.2% | -38.7% |
| YTD | -32.6% | +25.3% | -57.9% | -37.4% |
| All | -83.4% | +38.5% | -122.0% | -83.3% |
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