+26.3%
BAC vs FRMI
-78.0%
+104.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.5% |
| 7D | +0.6% | +15.9% | -15.3% | +0.4% |
| 30D | -1.4% | -6.0% | +4.6% | -1.3% |
| 3M | +15.7% | -1.6% | +17.3% | +15.4% |
| 6M | +32.2% | -30.7% | +62.9% | +32.2% |
| YTD | +15.8% | -30.9% | +46.6% | +15.9% |
| All | +26.3% | -78.0% | +104.3% | +26.2% |
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