-31.3%
TER vs FRMI
-52.5%
+21.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +26.7% | -32.1% | -11.7% |
| 7D | +14.4% | +66.2% | -51.9% | -1.6% |
| 30D | -30.6% | -17.4% | -13.2% | -29.3% |
| 3M | -39.2% | -60.5% | +21.3% | -26.7% |
| 6M | -31.3% | -56.5% | +25.2% | -15.7% |
| All | -31.3% | -52.5% | +21.2% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling