-25.6%
NRG vs FRMI
-79.6%
+54.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.3% | +1.1% | +5.8% |
| 7D | +7.1% | +2.4% | +4.7% | +6.8% |
| 30D | -1.4% | -17.3% | +15.9% | +0.1% |
| 3M | -10.5% | -17.2% | +6.7% | -10.1% |
| 6M | -26.7% | -43.4% | +16.6% | -23.8% |
| YTD | -24.5% | -36.0% | +11.5% | -23.2% |
| All | -25.6% | -79.6% | +54.0% | -17.3% |
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