+39.4%
BP vs FRMI
-78.0%
+117.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +4.9% | +1.7% |
| 7D | +4.0% | +15.9% | -11.9% | +4.2% |
| 30D | +7.8% | -6.0% | +13.8% | +7.8% |
| 3M | +8.4% | -1.6% | +10.0% | +8.3% |
| 6M | +15.1% | -30.7% | +45.8% | +15.0% |
| YTD | +36.4% | -30.9% | +67.3% | +36.5% |
| All | +39.4% | -78.0% | +117.4% | +35.0% |
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