+10.8%
BAX vs FRMI
-79.6%
+90.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.9% |
| 7D | -1.1% | +2.4% | -3.5% | -1.2% |
| 30D | -5.5% | -17.3% | +11.8% | -5.2% |
| 3M | +33.5% | -17.2% | +50.7% | +33.1% |
| 6M | +35.9% | -43.4% | +79.2% | +34.6% |
| YTD | +35.4% | -36.0% | +71.4% | +35.0% |
| All | +10.8% | -79.6% | +90.4% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling