+33.7%
BP vs FRMI
-79.6%
+113.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.6% |
| 7D | +3.9% | +2.4% | +1.5% | +4.0% |
| 30D | +7.6% | -17.3% | +24.9% | +7.4% |
| 3M | +0.7% | -17.2% | +17.9% | +0.4% |
| 6M | +15.5% | -43.4% | +58.9% | +15.4% |
| YTD | +30.8% | -36.0% | +66.8% | +30.8% |
| All | +33.7% | -79.6% | +113.3% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling