+19.3%
XLP vs FRMI
-93.4%
+112.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +1.0% |
| 7D | +0.1% | -24.7% | +24.8% | -0.4% |
| 30D | +8.9% | -51.6% | +60.5% | +7.7% |
| 3M | +7.5% | -73.1% | +80.6% | +5.6% |
| 6M | +9.4% | -68.3% | +77.7% | +7.5% |
| YTD | +19.3% | -79.3% | +98.5% | +17.1% |
| 1Y | +21.7% | -93.2% | +114.9% | +17.3% |
| All | +19.3% | -93.4% | +112.7% | +14.7% |
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