-3.7%
UL vs FRMI
-78.6%
+74.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -1.4% |
| 7D | -4.1% | +10.9% | -15.0% | -3.9% |
| 30D | -1.2% | -24.3% | +23.1% | -1.4% |
| 3M | +6.0% | -21.8% | +27.8% | +5.7% |
| 6M | -5.5% | -33.0% | +27.6% | -5.8% |
| YTD | -3.3% | -32.6% | +29.3% | -3.5% |
| All | -3.7% | -78.6% | +74.8% | -3.4% |
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