+20.1%
XLP vs FRMI
-92.8%
+112.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +17.5% | -17.1% | +0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +8.3% | -44.3% | +52.6% | +7.4% |
| 3M | +8.7% | -74.6% | +83.3% | +6.8% |
| 6M | +11.2% | -66.3% | +77.5% | +9.4% |
| YTD | +20.0% | -77.4% | +97.4% | +18.0% |
| 1Y | +21.3% | -91.7% | +113.1% | +17.4% |
| All | +20.1% | -92.8% | +112.9% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling