-1.7%
XLU vs FRMI
-78.1%
+76.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.3% |
| 7D | -1.6% | +7.4% | -9.0% | -1.8% |
| 30D | -3.3% | -27.6% | +24.3% | -2.8% |
| 3M | -3.2% | -20.9% | +17.7% | -3.1% |
| 6M | -7.0% | -36.6% | +29.6% | -6.5% |
| YTD | +0.6% | -31.3% | +31.9% | +0.9% |
| All | -1.7% | -78.1% | +76.4% | -0.8% |
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 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