-83.1%
FRMI vs USFR
+3.8%
-86.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +1.4% |
| 7D | +7.4% | +0.1% | +7.3% | +6.4% |
| 30D | -27.6% | +0.4% | -28.0% | -28.4% |
| 3M | -20.9% | +1.0% | -21.9% | -24.2% |
| 6M | -36.6% | +2.0% | -38.6% | -41.9% |
| YTD | -31.3% | +2.8% | -34.0% | -61.0% |
| All | -83.1% | +3.8% | -86.9% | -97.2% |
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