+186.6%
BE vs FRMI
-78.6%
+265.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.1% |
| 7D | +9.7% | +10.9% | -1.2% | +6.0% |
| 30D | +22.4% | -24.3% | +46.7% | +34.0% |
| 3M | +10.4% | -21.8% | +32.1% | +15.1% |
| 6M | +67.9% | -33.0% | +100.9% | +77.1% |
| YTD | +197.5% | -32.6% | +230.1% | +204.6% |
| All | +186.6% | -78.6% | +265.2% | +405.9% |
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