-19.4%
BA vs FRMI
-93.8%
+74.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.5% |
| 7D | +1.1% | -39.8% | +40.9% | +2.3% |
| 30D | -7.9% | -60.5% | +52.5% | -5.7% |
| 3M | -25.3% | -74.6% | +49.3% | -22.6% |
| 6M | -24.6% | -71.8% | +47.2% | -22.6% |
| YTD | -20.1% | -80.4% | +60.2% | -17.8% |
| 1Y | -11.8% | -93.9% | +82.1% | -8.5% |
| All | -19.4% | -93.8% | +74.3% | -16.3% |
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