-6.4%
T vs FRMI
-93.1%
+86.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.6% | +12.6% | +2.0% |
| 7D | +5.5% | -39.7% | +45.2% | +5.1% |
| 30D | -8.9% | -55.2% | +46.2% | -9.4% |
| 3M | -5.6% | -71.2% | +65.6% | -6.5% |
| 6M | -14.3% | -64.1% | +49.8% | -14.7% |
| YTD | -7.9% | -77.2% | +69.3% | -9.1% |
| 1Y | -6.4% | -93.2% | +86.7% | -10.5% |
| All | -6.4% | -93.1% | +86.7% | -10.5% |
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