+205.7%
BE vs FRMI
-78.1%
+283.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.6% | +6.0% |
| 7D | +9.0% | +7.4% | +1.6% | +6.5% |
| 30D | +16.3% | -27.6% | +43.9% | +29.1% |
| 3M | +10.8% | -20.9% | +31.7% | +15.1% |
| 6M | +73.2% | -36.6% | +109.8% | +87.8% |
| YTD | +217.4% | -31.3% | +248.6% | +222.8% |
| All | +205.7% | -78.1% | +283.9% | +436.0% |
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