+29.5%
W vs FRMI
-89.6%
+119.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.7% | -26.3% | -3.3% |
| 7D | +0.2% | +66.2% | -66.1% | -7.6% |
| 30D | +6.8% | -17.4% | +24.2% | +8.3% |
| 3M | +10.7% | -60.5% | +71.1% | +23.9% |
| 6M | +86.3% | -56.5% | +142.8% | +100.8% |
| YTD | +11.5% | -67.4% | +78.8% | +20.3% |
| 1Y | +5.1% | -85.1% | +90.2% | +30.2% |
| All | +29.5% | -89.6% | +119.1% | +90.7% |
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 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