+22.8%
NET vs FRMI
-92.8%
+115.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +8.0% | -2.0% |
| 7D | -16.4% | -39.7% | +23.4% | -14.1% |
| 30D | -25.8% | -55.2% | +29.3% | -22.8% |
| 3M | -11.5% | -71.2% | +59.6% | -6.4% |
| 6M | +18.9% | -64.1% | +83.0% | +22.5% |
| YTD | +35.2% | -77.2% | +112.5% | +42.5% |
| 1Y | +14.5% | -93.2% | +107.6% | +21.8% |
| All | +22.8% | -92.8% | +115.6% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling