+179.1%
INTC vs FRMI
-78.6%
+257.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.0% | -5.3% |
| 7D | +9.4% | +10.9% | -1.5% | +8.3% |
| 30D | +2.7% | -24.3% | +27.0% | +5.3% |
| 3M | -6.3% | -21.8% | +15.5% | -4.5% |
| 6M | +114.5% | -33.0% | +147.5% | +119.6% |
| YTD | +171.9% | -32.6% | +204.5% | +175.9% |
| All | +179.1% | -78.6% | +257.7% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling