-44.1%
NOW vs FRMI
-93.8%
+49.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | -3.0% | -39.8% | +36.9% | -3.0% |
| 30D | -26.0% | -60.5% | +34.4% | -26.1% |
| 3M | -13.1% | -74.6% | +61.5% | -13.4% |
| 6M | +14.5% | -71.8% | +86.3% | +13.4% |
| YTD | -33.4% | -80.4% | +46.9% | -34.1% |
| 1Y | -40.6% | -93.9% | +53.2% | -42.1% |
| All | -44.1% | -93.8% | +49.6% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling