-14.3%
META vs FRMI
-77.3%
+63.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.1% | -0.6% |
| 7D | +6.0% | +23.3% | -17.3% | +5.8% |
| 30D | +3.6% | -7.6% | +11.2% | +3.5% |
| 3M | +4.9% | +0.2% | +4.7% | +3.8% |
| 6M | -4.7% | -28.7% | +24.0% | -5.2% |
| YTD | -6.9% | -28.6% | +21.7% | -7.3% |
| All | -14.3% | -77.3% | +63.0% | -14.4% |
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