+186.4%
INTC vs FRMI
-78.1%
+264.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.4% |
| 7D | +7.5% | +7.4% | 0.0% | +6.6% |
| 30D | +2.0% | -27.6% | +29.6% | +5.0% |
| 3M | -12.0% | -20.9% | +8.9% | -10.5% |
| 6M | +114.5% | -36.6% | +151.1% | +120.4% |
| YTD | +179.0% | -31.3% | +210.2% | +182.4% |
| All | +186.4% | -78.1% | +264.5% | +216.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling