-84.3%
FRMI vs S
+12.6%
-96.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.3% |
| 7D | +2.4% | -7.7% | +10.1% | +3.4% |
| 30D | -17.3% | -5.3% | -12.0% | -17.0% |
| 3M | -17.2% | +20.3% | -37.4% | -19.5% |
| 6M | -43.4% | +47.4% | -90.7% | -48.0% |
| YTD | -36.0% | +32.5% | -68.5% | -41.8% |
| All | -84.3% | +12.6% | -96.9% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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