-83.1%
FRMI vs URA
-5.5%
-77.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +5.5% |
| 7D | +7.4% | -5.5% | +12.9% | +14.0% |
| 30D | -27.6% | -3.7% | -23.9% | -24.7% |
| 3M | -20.9% | -2.9% | -18.0% | -18.0% |
| 6M | -36.6% | -15.2% | -21.4% | -25.2% |
| YTD | -31.3% | +1.9% | -33.1% | -37.5% |
| All | -83.1% | -5.5% | -77.6% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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