-83.1%
FRMI vs UUUU
-13.7%
-69.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.0% | +7.0% | +4.2% |
| 7D | +7.4% | -10.5% | +17.9% | +12.5% |
| 30D | -27.6% | -10.5% | -17.1% | -24.4% |
| 3M | -20.9% | -14.1% | -6.7% | -16.1% |
| 6M | -36.6% | -35.5% | -1.1% | -26.0% |
| YTD | -31.3% | -10.9% | -20.3% | -27.7% |
| All | -83.1% | -13.7% | -69.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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