-0.6%
BND vs FRMI
-78.1%
+77.5%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | -1.0% | +7.4% | -8.4% | -1.0% |
| 30D | -1.1% | -27.6% | +26.5% | -1.0% |
| 3M | -1.9% | -20.9% | +19.0% | -1.8% |
| 6M | -1.6% | -36.6% | +35.0% | -1.6% |
| YTD | -1.2% | -31.3% | +30.0% | -1.3% |
| All | -0.6% | -78.1% | +77.5% | -0.1% |
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