-45.4%
NOW vs FRMI
-93.9%
+48.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.2% | +4.2% | -3.0% |
| 7D | -8.7% | -24.3% | +15.6% | -8.7% |
| 30D | -29.3% | -55.1% | +25.8% | -29.3% |
| 3M | -21.8% | -73.8% | +52.0% | -22.1% |
| 6M | +9.2% | -70.6% | +79.8% | +8.2% |
| YTD | -35.0% | -80.8% | +45.8% | -35.6% |
| 1Y | -42.5% | -93.9% | +51.4% | -43.9% |
| All | -45.4% | -93.9% | +48.5% | -47.2% |
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