-83.4%
FRMI vs Z
-59.4%
-24.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -2.5% |
| 7D | +10.9% | -11.6% | +22.5% | +11.1% |
| 30D | -24.3% | -8.5% | -15.8% | -24.3% |
| 3M | -21.8% | -7.9% | -13.9% | -22.2% |
| 6M | -33.0% | -29.1% | -4.0% | -29.4% |
| YTD | -32.6% | -54.2% | +21.6% | -25.4% |
| All | -83.4% | -59.4% | -24.0% | -81.2% |
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