+172.4%
TER vs FRMI
-78.0%
+250.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.7% |
| 7D | +12.4% | +15.9% | -3.6% | +9.4% |
| 30D | +5.1% | -6.0% | +11.1% | +5.5% |
| 3M | +4.0% | -1.6% | +5.6% | +3.4% |
| 6M | +29.5% | -30.7% | +60.2% | +33.0% |
| YTD | +98.5% | -30.9% | +129.3% | +105.0% |
| All | +172.4% | -78.0% | +250.4% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling