-83.1%
FRMI vs S
+11.9%
-95.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +7.4% | -0.7% | +8.1% | +7.5% |
| 30D | -27.6% | -11.4% | -16.2% | -26.6% |
| 3M | -20.9% | +33.8% | -54.7% | -24.1% |
| 6M | -36.6% | +39.5% | -76.1% | -41.1% |
| YTD | -31.3% | +31.7% | -62.9% | -37.5% |
| All | -83.1% | +11.9% | -95.0% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling