+23.6%
V vs FRMI
-89.6%
+113.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.7% | -25.4% | +1.8% |
| 7D | +0.9% | +66.2% | -65.3% | +2.0% |
| 30D | +9.0% | -17.4% | +26.4% | +8.7% |
| 3M | +16.7% | -60.5% | +77.2% | +14.8% |
| 6M | +33.4% | -56.5% | +89.9% | +31.8% |
| YTD | +22.4% | -67.4% | +89.7% | +20.8% |
| 1Y | +27.7% | -85.1% | +112.8% | +24.0% |
| All | +23.6% | -89.6% | +113.2% | +18.9% |
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