-82.4%
FRMI vs Z
-58.0%
-24.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -6.4% | +18.0% | +11.6% |
| 7D | +23.3% | -3.3% | +26.6% | +23.2% |
| 30D | -7.6% | -3.7% | -3.9% | -7.8% |
| 3M | +0.2% | -7.0% | +7.2% | -0.3% |
| 6M | -28.7% | -29.5% | +0.8% | -24.3% |
| YTD | -28.6% | -52.6% | +23.9% | -21.0% |
| All | -82.4% | -58.0% | -24.5% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling