+2.0%
IR vs FRMI
-89.6%
+91.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.7% | -27.0% | -0.8% |
| 7D | +2.5% | +66.2% | -63.7% | +1.4% |
| 30D | +9.2% | -17.4% | +26.6% | +9.2% |
| 3M | +0.9% | -60.5% | +61.4% | +2.4% |
| 6M | +19.2% | -56.5% | +75.7% | +20.4% |
| YTD | +7.5% | -67.4% | +74.9% | +9.3% |
| 1Y | +11.7% | -85.1% | +96.8% | +11.4% |
| All | +2.0% | -89.6% | +91.6% | -1.3% |
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