-33.6%
BTDR vs FRMI
-78.1%
+44.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.1% |
| 7D | -3.4% | +7.4% | -10.8% | -5.7% |
| 30D | +32.6% | -27.6% | +60.2% | +46.1% |
| 3M | -32.2% | -20.9% | -11.4% | -28.7% |
| 6M | +52.4% | -36.6% | +89.0% | +63.5% |
| YTD | +6.7% | -31.3% | +37.9% | +8.9% |
| All | -33.6% | -78.1% | +44.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling