-2.6%
XLC vs FRMI
-78.1%
+75.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.1% | +1.0% |
| 7D | +0.5% | +7.4% | -6.9% | +0.5% |
| 30D | +2.1% | -27.6% | +29.7% | +2.2% |
| 3M | +0.7% | -20.9% | +21.6% | +0.6% |
| 6M | -3.2% | -36.6% | +33.4% | -3.7% |
| YTD | -3.8% | -31.3% | +27.5% | -4.3% |
| All | -2.6% | -78.1% | +75.5% | -3.9% |
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 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