+18.3%
XLP vs FRMI
-93.8%
+112.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.2% |
| 7D | +0.7% | -39.8% | +40.6% | -0.1% |
| 30D | +10.3% | -60.5% | +70.7% | +8.7% |
| 3M | +6.5% | -74.6% | +81.2% | +4.5% |
| 6M | +8.4% | -71.8% | +80.1% | +6.3% |
| YTD | +18.2% | -80.4% | +98.6% | +15.9% |
| 1Y | +22.4% | -93.9% | +116.3% | +17.7% |
| All | +18.3% | -93.8% | +112.0% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling