-93.2%
FRMI vs USFR
+4.1%
-97.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.6% | -10.6% |
| 7D | -39.7% | +0.1% | -39.8% | -38.5% |
| 30D | -55.2% | +0.4% | -55.6% | -52.5% |
| 3M | -71.2% | +1.1% | -72.2% | -66.8% |
| 6M | -64.1% | +2.0% | -66.1% | -48.5% |
| YTD | -77.2% | +3.4% | -80.6% | -70.6% |
| 1Y | -93.2% | +4.1% | -97.3% | -96.1% |
| All | -93.2% | +4.1% | -97.3% | -96.1% |
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