-10.3%
META vs FRMI
-93.4%
+83.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +5.0% |
| 7D | +5.7% | -24.7% | +30.4% | +6.2% |
| 30D | -10.8% | -51.6% | +40.8% | -9.8% |
| 3M | +8.4% | -73.1% | +81.5% | +9.9% |
| 6M | +5.4% | -68.3% | +73.6% | +5.3% |
| YTD | -2.6% | -79.3% | +76.7% | -1.6% |
| 1Y | +3.5% | -93.2% | +96.7% | +5.1% |
| All | -10.3% | -93.4% | +83.1% | -9.1% |
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