-10.2%
META vs FRMI
-89.6%
+79.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +26.7% | -23.8% | +2.3% |
| 7D | +5.2% | +66.2% | -61.1% | +4.1% |
| 30D | -13.0% | -17.4% | +4.4% | -13.0% |
| 3M | +7.9% | -60.5% | +68.4% | +8.5% |
| 6M | +4.2% | -56.5% | +60.7% | +3.7% |
| YTD | -2.5% | -67.4% | +64.8% | -2.5% |
| 1Y | +5.6% | -85.1% | +90.7% | +6.2% |
| All | -10.2% | -89.6% | +79.4% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling