-84.3%
FRMI vs ZBRA
+22.8%
-107.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +5.2% |
| 7D | +2.4% | +1.8% | +0.6% | +2.2% |
| 30D | -17.3% | -1.7% | -15.6% | -17.2% |
| 3M | -17.2% | +47.8% | -64.9% | -18.5% |
| 6M | -43.4% | +56.7% | -100.1% | -45.4% |
| YTD | -36.0% | +49.4% | -85.4% | -38.1% |
| All | -84.3% | +22.8% | -107.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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