+12.4%
RF vs FRMI
-93.8%
+106.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | -0.9% | -39.8% | +38.9% | -0.6% |
| 30D | +6.0% | -60.5% | +66.5% | +6.6% |
| 3M | -8.9% | -74.6% | +65.7% | -8.1% |
| 6M | +2.3% | -71.8% | +74.1% | +2.8% |
| YTD | +7.6% | -80.4% | +87.9% | +8.4% |
| 1Y | +21.2% | -93.9% | +115.0% | +21.6% |
| All | +12.4% | -93.8% | +106.1% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling