+39.8%
LYB vs FRMI
-78.1%
+117.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -0.9% |
| 7D | +0.3% | +7.4% | -7.2% | +0.4% |
| 30D | +2.5% | -27.6% | +30.1% | +1.9% |
| 3M | +1.4% | -20.9% | +22.2% | +1.2% |
| 6M | -3.5% | -36.6% | +33.1% | -3.5% |
| YTD | +52.0% | -31.3% | +83.2% | +51.9% |
| All | +39.8% | -78.1% | +117.9% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling