-83.0%
FRMI vs ZBRA
+16.8%
-99.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.0% |
| 7D | +15.9% | -1.8% | +17.7% | +16.0% |
| 30D | -6.0% | -8.8% | +2.8% | -5.3% |
| 3M | -1.6% | +47.2% | -48.8% | -3.8% |
| 6M | -30.7% | +61.3% | -92.0% | -32.8% |
| YTD | -30.9% | +42.0% | -72.9% | -32.9% |
| All | -83.0% | +16.8% | -99.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling