+19.9%
XLB vs FRMI
-89.6%
+109.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.7% | -26.9% | -0.8% |
| 7D | +0.5% | +66.2% | -65.7% | -0.7% |
| 30D | +5.2% | -17.4% | +22.6% | +5.3% |
| 3M | +0.3% | -60.5% | +60.8% | +2.1% |
| 6M | +1.2% | -56.5% | +57.7% | +2.3% |
| YTD | +16.6% | -67.4% | +84.0% | +18.6% |
| 1Y | +21.4% | -85.1% | +106.5% | +22.7% |
| All | +19.9% | -89.6% | +109.5% | +20.4% |
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 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