-38.7%
NOW vs FRMI
-93.1%
+54.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.6% | +10.2% | -0.3% |
| 7D | -27.5% | -39.7% | +12.2% | -27.3% |
| 30D | -20.0% | -55.2% | +35.1% | -19.8% |
| 3M | -7.9% | -71.2% | +63.3% | -7.5% |
| 6M | +18.3% | -64.1% | +82.4% | +17.0% |
| YTD | -29.0% | -77.2% | +48.3% | -29.7% |
| 1Y | -38.7% | -93.2% | +54.5% | -38.1% |
| All | -38.7% | -93.1% | +54.4% | -38.1% |
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