-84.3%
FRMI vs Z
-55.1%
-29.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.5% | +5.4% |
| 7D | +2.4% | -3.0% | +5.4% | +2.5% |
| 30D | -17.3% | -4.2% | -13.1% | -16.9% |
| 3M | -17.2% | -3.7% | -13.4% | -16.9% |
| 6M | -43.4% | -24.5% | -18.9% | -39.9% |
| YTD | -36.0% | -49.3% | +13.3% | -29.2% |
| All | -84.3% | -55.1% | -29.2% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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