+4.4%
O vs FRMI
-78.0%
+82.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -2.3% | +15.9% | -18.2% | -2.2% |
| 30D | -2.4% | -6.0% | +3.5% | -2.4% |
| 3M | -0.6% | -1.6% | +1.0% | -0.8% |
| 6M | -5.0% | -30.7% | +25.7% | -5.2% |
| YTD | +10.4% | -30.9% | +41.3% | +10.2% |
| All | +4.4% | -78.0% | +82.4% | +1.9% |
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