-83.1%
FRMI vs ZYBT
-41.5%
-41.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +2.0% |
| 7D | +7.4% | -3.7% | +11.1% | +7.4% |
| 30D | -27.6% | 0.0% | -27.6% | -27.6% |
| 3M | -20.9% | +72.2% | -93.1% | -21.4% |
| 6M | -36.6% | +103.1% | -139.7% | -37.1% |
| YTD | -31.3% | +34.8% | -66.0% | -37.4% |
| All | -83.1% | -41.5% | -41.6% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling