+16.8%
XYZ vs FRMI
-92.8%
+109.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +17.5% | -17.4% | -0.4% |
| 7D | -2.2% | -0.5% | -1.6% | -2.3% |
| 30D | +11.6% | -44.3% | +55.9% | +13.4% |
| 3M | +8.4% | -74.6% | +83.0% | +12.7% |
| 6M | +17.2% | -66.3% | +83.4% | +20.1% |
| YTD | +31.7% | -77.4% | +109.1% | +34.9% |
| 1Y | +30.1% | -91.7% | +121.8% | +33.1% |
| All | +16.8% | -92.8% | +109.6% | +18.1% |
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