-84.3%
FRMI vs USFR
+3.7%
-88.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -17.3% | +0.3% | -17.6% | -17.7% |
| 3M | -17.2% | +1.0% | -18.2% | -19.5% |
| 6M | -43.4% | +1.9% | -45.3% | -47.9% |
| YTD | -36.0% | +2.6% | -38.6% | -63.3% |
| All | -84.3% | +3.7% | -88.0% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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