-3.1%
UL vs FRMI
-78.1%
+75.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.7% |
| 7D | -3.4% | +7.4% | -10.8% | -3.3% |
| 30D | +0.5% | -27.6% | +28.1% | +0.2% |
| 3M | +7.2% | -20.9% | +28.1% | +7.0% |
| 6M | -3.1% | -36.6% | +33.5% | -3.3% |
| YTD | -2.7% | -31.3% | +28.5% | -2.9% |
| All | -3.1% | -78.1% | +75.0% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling