+153.5%
TER vs FRMI
-79.6%
+233.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.3% | +0.1% | +4.6% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | -8.3% | -17.3% | +9.0% | -5.8% |
| 3M | -12.2% | -17.2% | +4.9% | -10.1% |
| 6M | +17.1% | -43.4% | +60.4% | +23.9% |
| YTD | +84.7% | -36.0% | +120.7% | +93.5% |
| All | +153.5% | -79.6% | +233.1% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling