-83.0%
FRMI vs Z
-58.2%
-24.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +15.9% | -7.1% | +23.0% | +16.0% |
| 30D | -6.0% | -4.8% | -1.2% | -6.1% |
| 3M | -1.6% | -9.3% | +7.7% | -1.6% |
| 6M | -30.7% | -29.0% | -1.7% | -26.6% |
| YTD | -30.9% | -52.9% | +22.0% | -23.5% |
| All | -83.0% | -58.2% | -24.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling