+19.4%
RF vs FRMI
-77.3%
+96.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.7% | -1.2% |
| 7D | +2.7% | +23.3% | -20.7% | +2.5% |
| 30D | -3.4% | -7.6% | +4.2% | -3.4% |
| 3M | +6.4% | +0.2% | +6.2% | +5.9% |
| 6M | +13.4% | -28.7% | +42.1% | +13.2% |
| YTD | +14.2% | -28.6% | +42.9% | +14.1% |
| All | +19.4% | -77.3% | +96.6% | +18.5% |
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