+34.9%
GOOG vs FRMI
-78.6%
+113.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -2.5% | +10.9% | -13.4% | -2.6% |
| 30D | -3.6% | -24.3% | +20.7% | -3.5% |
| 3M | -6.4% | -21.8% | +15.3% | -6.4% |
| 6M | +7.8% | -33.0% | +40.8% | +7.2% |
| YTD | +5.5% | -32.6% | +38.1% | +4.9% |
| All | +34.9% | -78.6% | +113.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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