-93.2%
FRMI vs WY
+0.3%
-93.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.6% | -16.2% | -7.7% |
| 7D | -39.7% | +13.3% | -53.1% | -35.6% |
| 30D | -55.2% | +17.6% | -72.8% | -51.3% |
| 3M | -71.2% | -15.0% | -56.1% | -72.9% |
| 6M | -64.1% | -5.9% | -58.2% | -64.5% |
| YTD | -77.2% | -5.7% | -71.5% | -78.2% |
| 1Y | -93.2% | -0.2% | -93.0% | -93.0% |
| All | -93.2% | +0.3% | -93.5% | -93.0% |
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