+20.8%
RF vs FRMI
-79.6%
+100.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.1% |
| 7D | +1.3% | +2.4% | -1.1% | +1.3% |
| 30D | -3.6% | -17.3% | +13.7% | -3.5% |
| 3M | +8.1% | -17.2% | +25.2% | +7.9% |
| 6M | +11.5% | -43.4% | +54.8% | +11.5% |
| YTD | +15.6% | -36.0% | +51.6% | +15.5% |
| All | +20.8% | -79.6% | +100.4% | +20.0% |
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