-92.0%
FRMI vs RVTY
+76.9%
-168.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.7% | +28.4% | +27.1% |
| 7D | +66.2% | -0.5% | +66.7% | +66.2% |
| 30D | -17.4% | +1.5% | -18.9% | -16.9% |
| 3M | -60.5% | +31.5% | -91.9% | -62.0% |
| 6M | -56.5% | +62.7% | -119.2% | -60.5% |
| YTD | -67.4% | +60.0% | -127.3% | -70.7% |
| 1Y | -85.1% | +65.7% | -150.8% | -85.9% |
| All | -92.0% | +76.9% | -168.9% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling