+1.1%
UL vs FRMI
-93.1%
+94.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.6% | +13.8% | +3.0% |
| 7D | +4.7% | -39.7% | +44.4% | +3.5% |
| 30D | +11.6% | -55.2% | +66.7% | +9.9% |
| 3M | +5.3% | -71.2% | +76.5% | +3.2% |
| 6M | +16.0% | -64.1% | +80.1% | +13.6% |
| YTD | +5.0% | -77.2% | +82.2% | +2.9% |
| 1Y | +1.1% | -93.2% | +94.3% | -2.6% |
| All | +1.1% | -93.1% | +94.2% | -2.6% |
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 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