+41.1%
BP vs FRMI
-89.6%
+130.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.7% | -25.8% | +0.9% |
| 7D | +3.8% | +66.2% | -62.4% | +3.9% |
| 30D | -5.3% | -17.4% | +12.1% | -5.8% |
| 3M | +9.3% | -60.5% | +69.7% | +7.6% |
| 6M | +7.2% | -56.5% | +63.7% | +5.6% |
| YTD | +38.0% | -67.4% | +105.4% | +36.3% |
| 1Y | +33.2% | -85.1% | +118.3% | +30.5% |
| All | +41.1% | -89.6% | +130.7% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling