-83.1%
FRMI vs ZBRA
+18.6%
-101.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.9% |
| 7D | +7.4% | -3.4% | +10.8% | +7.7% |
| 30D | -27.6% | -7.4% | -20.2% | -27.2% |
| 3M | -20.9% | +57.5% | -78.4% | -23.0% |
| 6M | -36.6% | +64.0% | -100.6% | -38.6% |
| YTD | -31.3% | +44.3% | -75.5% | -33.3% |
| All | -83.1% | +18.6% | -101.7% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling