+8.5%
NI vs FRMI
-93.1%
+101.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.6% | +12.1% | +1.7% |
| 7D | +3.9% | -39.7% | +43.7% | +5.1% |
| 30D | +15.3% | -55.2% | +70.5% | +17.3% |
| 3M | +2.4% | -71.2% | +73.6% | +5.2% |
| 6M | -4.5% | -64.1% | +59.6% | -2.9% |
| YTD | +11.4% | -77.2% | +88.6% | +14.4% |
| 1Y | +8.5% | -93.2% | +101.6% | +16.9% |
| All | +8.5% | -93.1% | +101.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling