+14.7%
XLF vs FRMI
-93.1%
+107.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -10.6% | +14.1% | +3.6% |
| 7D | +5.5% | -39.7% | +45.2% | +5.8% |
| 30D | +9.9% | -55.2% | +65.0% | +10.4% |
| 3M | +2.6% | -71.2% | +73.8% | +3.4% |
| 6M | +15.6% | -64.1% | +79.7% | +15.7% |
| YTD | +9.4% | -77.2% | +86.7% | +10.0% |
| 1Y | +14.7% | -93.2% | +107.9% | +17.2% |
| All | +14.7% | -93.1% | +107.8% | +17.2% |
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 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