-14.7%
T vs FRMI
-89.6%
+74.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.7% | -26.7% | -0.1% |
| 7D | +2.5% | +66.2% | -63.7% | +2.4% |
| 30D | -3.8% | -17.4% | +13.6% | -3.8% |
| 3M | -8.7% | -60.5% | +51.7% | -8.6% |
| 6M | -8.1% | -56.5% | +48.4% | -8.2% |
| YTD | -6.4% | -67.4% | +60.9% | -7.0% |
| 1Y | -9.8% | -85.1% | +75.3% | -9.2% |
| All | -14.7% | -89.6% | +74.9% | -11.6% |
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