-19.0%
LOW vs FRMI
-78.1%
+59.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -3.7% | +7.4% | -11.2% | -3.7% |
| 30D | -8.9% | -27.6% | +18.8% | -8.8% |
| 3M | -10.4% | -20.9% | +10.5% | -10.5% |
| 6M | -19.4% | -36.6% | +17.2% | -19.4% |
| YTD | -17.1% | -31.3% | +14.1% | -17.2% |
| All | -19.0% | -78.1% | +59.1% | -20.2% |
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