-84.3%
FRMI vs ZYBT
-39.2%
-45.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.6% | +5.4% |
| 7D | +2.4% | -6.9% | +9.3% | +2.4% |
| 30D | -17.3% | -31.8% | +14.5% | -17.2% |
| 3M | -17.2% | +94.0% | -111.1% | -18.3% |
| 6M | -43.4% | +99.0% | -142.4% | -43.7% |
| YTD | -36.0% | +40.0% | -76.0% | -41.7% |
| All | -84.3% | -39.2% | -45.0% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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