+207.4%
BE vs FRMI
-77.3%
+284.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +11.5% | -1.9% | +5.6% |
| 7D | +29.8% | +23.3% | +6.4% | +20.8% |
| 30D | +26.4% | -7.6% | +34.0% | +28.1% |
| 3M | +9.3% | +0.2% | +9.2% | +2.6% |
| 6M | +105.1% | -28.7% | +133.8% | +111.5% |
| YTD | +219.0% | -28.6% | +247.7% | +220.0% |
| All | +207.4% | -77.3% | +284.7% | +431.5% |
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