-82.4%
FRMI vs RVTY
+45.6%
-128.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.4% | +13.9% | +12.0% |
| 7D | +23.3% | +0.4% | +22.9% | +23.1% |
| 30D | -7.6% | +10.8% | -18.4% | -9.6% |
| 3M | +0.2% | +26.8% | -26.6% | -5.7% |
| 6M | -28.7% | +39.3% | -68.0% | -35.2% |
| YTD | -28.6% | +31.6% | -60.2% | -34.4% |
| All | -82.4% | +45.6% | -128.0% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling