-4.9%
BLK vs FRMI
-78.6%
+73.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -5.2% | +10.9% | -16.1% | -5.6% |
| 30D | -7.0% | -24.3% | +17.2% | -6.1% |
| 3M | +5.7% | -21.8% | +27.4% | +5.8% |
| 6M | +11.0% | -33.0% | +44.1% | +10.9% |
| YTD | +0.9% | -32.6% | +33.5% | +1.0% |
| All | -4.9% | -78.6% | +73.6% | -4.6% |
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