-93.7%
FRMI vs Z
-62.6%
-31.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.3% | +16.1% | +13.9% |
| 7D | +34.6% | -4.9% | +39.6% | +34.8% |
| 30D | -44.6% | +3.0% | -47.6% | -44.5% |
| 3M | -72.9% | -13.4% | -59.5% | -72.8% |
| 6M | -62.3% | -27.3% | -35.0% | -61.2% |
| YTD | -74.3% | -57.8% | -16.5% | -71.3% |
| 1Y | -90.5% | -60.0% | -30.5% | -89.1% |
| All | -93.7% | -62.6% | -31.1% | -92.8% |
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