-85.1%
FRMI vs Z
-58.2%
-26.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +3.5% | +23.2% | +26.3% |
| 7D | +66.2% | +0.8% | +65.4% | +66.1% |
| 30D | -17.4% | +5.2% | -22.6% | -17.6% |
| 3M | -60.5% | -17.0% | -43.4% | -59.9% |
| 6M | -56.5% | -22.7% | -33.8% | -54.9% |
| YTD | -67.4% | -56.3% | -11.1% | -58.4% |
| 1Y | -85.1% | -57.7% | -27.4% | -79.9% |
| All | -85.1% | -58.2% | -26.9% | -79.9% |
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