-84.3%
FRMI vs WETO
-98.7%
+14.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -20.8% | +26.2% | +4.8% |
| 7D | +2.4% | -55.4% | +57.8% | +0.7% |
| 30D | -17.3% | -48.5% | +31.2% | -12.5% |
| 3M | -17.2% | -97.5% | +80.3% | +0.3% |
| 6M | -43.4% | -94.2% | +50.8% | -36.4% |
| YTD | -36.0% | -97.0% | +61.0% | -25.7% |
| All | -84.3% | -98.7% | +14.4% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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