+1.8%
BAC vs FRMI
-91.8%
+93.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +13.8% | -14.1% | -0.6% |
| 7D | +1.5% | +34.6% | -33.1% | +0.8% |
| 30D | -6.4% | -44.6% | +38.2% | -5.4% |
| 3M | -21.7% | -72.9% | +51.2% | -20.0% |
| 6M | +0.5% | -62.3% | +62.8% | +1.7% |
| YTD | -6.7% | -74.3% | +67.6% | -5.0% |
| 1Y | -4.7% | -90.5% | +85.9% | -2.7% |
| All | +1.8% | -91.8% | +93.6% | +3.5% |
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