-83.0%
FRMI vs RVTY
+41.9%
-124.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -2.6% |
| 7D | +15.9% | -5.4% | +21.3% | +17.2% |
| 30D | -6.0% | +6.7% | -12.7% | -7.3% |
| 3M | -1.6% | +19.0% | -20.6% | -5.7% |
| 6M | -30.7% | +34.6% | -65.4% | -36.6% |
| YTD | -30.9% | +28.3% | -59.1% | -36.1% |
| All | -83.0% | +41.9% | -124.9% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling