-84.3%
FRMI vs WY
-4.9%
-79.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | +2.4% | -2.6% | +5.0% | +0.9% |
| 30D | -17.3% | -10.9% | -6.4% | -22.8% |
| 3M | -17.2% | -6.0% | -11.1% | -18.0% |
| 6M | -43.4% | -5.6% | -37.7% | -45.1% |
| YTD | -36.0% | -1.1% | -34.9% | -36.5% |
| All | -84.3% | -4.9% | -79.4% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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