+12.3%
QQQ vs FRMI
-93.1%
+105.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.6% | +11.5% | +1.6% |
| 7D | -4.6% | -39.7% | +35.1% | -1.7% |
| 30D | -8.5% | -55.2% | +46.7% | -4.2% |
| 3M | -4.3% | -71.2% | +66.8% | +2.4% |
| 6M | +3.1% | -64.1% | +67.2% | +7.8% |
| YTD | +13.0% | -77.2% | +90.3% | +20.2% |
| 1Y | +12.3% | -93.2% | +105.4% | +29.2% |
| All | +12.3% | -93.1% | +105.4% | +29.2% |
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