+112.9%
BE vs FRMI
-89.6%
+202.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +26.7% | -31.6% | -14.3% |
| 7D | +10.8% | +66.2% | -55.4% | -10.3% |
| 30D | -19.8% | -17.4% | -2.4% | -16.8% |
| 3M | -18.7% | -60.5% | +41.7% | +8.5% |
| 6M | -33.7% | -56.5% | +22.8% | -20.1% |
| YTD | +121.0% | -67.4% | +188.3% | +182.4% |
| 1Y | +85.4% | -85.1% | +170.5% | +227.7% |
| All | +112.9% | -89.6% | +202.5% | +369.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling