+18.7%
BBY vs FRMI
-78.6%
+97.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +0.7% | +10.9% | -10.2% | +0.6% |
| 30D | +5.8% | -24.3% | +30.1% | +6.0% |
| 3M | +18.0% | -21.8% | +39.8% | +17.8% |
| 6M | +39.8% | -33.0% | +72.9% | +39.8% |
| YTD | +35.4% | -32.6% | +68.0% | +34.4% |
| All | +18.7% | -78.6% | +97.3% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling