-28.2%
NOW vs FRMI
-78.0%
+49.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -2.3% |
| 7D | -4.1% | +15.9% | -20.0% | -4.1% |
| 30D | +2.9% | -6.0% | +8.8% | +2.9% |
| 3M | +22.6% | -1.6% | +24.2% | +21.8% |
| 6M | +7.5% | -30.7% | +38.2% | +7.2% |
| YTD | -14.4% | -30.9% | +16.5% | -15.0% |
| All | -28.2% | -78.0% | +49.8% | -30.2% |
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 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