-12.4%
IR vs FRMI
-78.6%
+66.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.6% |
| 7D | -3.1% | +10.9% | -14.0% | -3.3% |
| 30D | -14.0% | -24.3% | +10.3% | -13.6% |
| 3M | +3.7% | -21.8% | +25.5% | +4.0% |
| 6M | -15.4% | -33.0% | +17.7% | -15.1% |
| YTD | -7.7% | -32.6% | +25.0% | -7.1% |
| All | -12.4% | -78.6% | +66.2% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling