+3.8%
NET vs FRMI
-14.7%
+18.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.0% |
| 7D | -7.0% | +2.4% | -9.4% | -7.0% |
| 30D | -4.8% | -17.3% | +12.5% | -5.2% |
| 3M | +3.8% | -17.2% | +21.0% | +2.4% |
| All | +3.8% | -14.7% | +18.5% | +2.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling