+12.8%
W vs FRMI
-78.6%
+91.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -2.3% |
| 7D | +0.5% | +10.9% | -10.4% | -1.2% |
| 30D | -5.6% | -24.3% | +18.7% | -2.1% |
| 3M | +41.9% | -21.8% | +63.7% | +43.9% |
| 6M | +30.2% | -33.0% | +63.3% | +32.5% |
| YTD | -2.9% | -32.6% | +29.7% | -3.9% |
| All | +12.8% | -78.6% | +91.3% | +52.2% |
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