+180.4%
BE vs FRMI
-79.6%
+260.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.3% | +2.0% | +5.5% |
| 7D | +20.0% | +2.4% | +17.6% | +18.9% |
| 30D | +7.9% | -17.3% | +25.2% | +13.6% |
| 3M | -13.2% | -17.2% | +3.9% | -12.6% |
| 6M | +53.5% | -43.4% | +96.8% | +73.9% |
| YTD | +191.0% | -36.0% | +227.0% | +203.1% |
| All | +180.4% | -79.6% | +260.0% | +403.4% |
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