+8.2%
XYZ vs FRMI
-78.0%
+86.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -3.7% | +15.9% | -19.6% | -4.2% |
| 30D | +0.5% | -6.0% | +6.5% | +0.3% |
| 3M | +16.3% | -1.6% | +17.9% | +15.3% |
| 6M | +21.1% | -30.7% | +51.8% | +20.8% |
| YTD | +22.0% | -30.9% | +52.9% | +20.8% |
| All | +8.2% | -78.0% | +86.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling