+47.7%
XLE vs FRMI
-87.9%
+135.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.7% | -25.7% | +0.6% |
| 7D | +5.4% | +66.2% | -60.8% | +4.7% |
| 30D | -3.9% | -17.4% | +13.5% | -4.4% |
| 3M | +7.0% | -60.5% | +67.5% | +6.6% |
| 6M | +14.2% | -56.5% | +70.7% | +13.0% |
| YTD | +48.2% | -67.4% | +115.5% | +46.9% |
| 1Y | +47.7% | -85.1% | +132.8% | +50.5% |
| All | +47.7% | -87.9% | +135.6% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling