-83.1%
FRMI vs WY
-8.0%
-75.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.2% |
| 7D | +7.4% | -4.2% | +11.6% | +4.9% |
| 30D | -27.6% | -10.1% | -17.5% | -32.0% |
| 3M | -20.9% | -8.5% | -12.4% | -23.0% |
| 6M | -36.6% | -3.3% | -33.3% | -37.3% |
| YTD | -31.3% | -4.4% | -26.9% | -33.0% |
| All | -83.1% | -8.0% | -75.1% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling