+14.4%
XLF vs FRMI
-29.8%
+44.2%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.4% |
| 7D | -1.0% | +15.9% | -17.0% | -1.1% |
| 30D | -1.3% | -6.0% | +4.7% | -1.3% |
| 3M | +9.1% | -1.6% | +10.8% | +8.5% |
| 6M | +14.4% | -30.7% | +45.1% | +13.8% |
| All | +14.4% | -29.8% | +44.2% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling