+10.7%
BAX vs FRMI
-89.6%
+100.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.7% | -26.4% | -0.1% |
| 7D | +0.1% | +66.2% | -66.2% | -0.8% |
| 30D | +4.1% | -17.4% | +21.5% | +4.4% |
| 3M | -4.5% | -60.5% | +55.9% | -3.1% |
| 6M | +49.2% | -56.5% | +105.7% | +50.2% |
| YTD | +35.2% | -67.4% | +102.6% | +36.3% |
| 1Y | +38.3% | -85.1% | +123.4% | +37.8% |
| All | +10.7% | -89.6% | +100.3% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling