+28.5%
NET vs FRMI
-79.6%
+108.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.2% |
| 7D | -7.0% | +2.4% | -9.4% | -7.1% |
| 30D | -4.8% | -17.3% | +12.5% | -4.3% |
| 3M | +3.8% | -17.2% | +21.0% | +3.7% |
| 6M | +50.0% | -43.4% | +93.4% | +51.9% |
| YTD | +41.5% | -36.0% | +77.5% | +41.9% |
| All | +28.5% | -79.6% | +108.1% | +29.5% |
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