-31.5%
BTDR vs FRMI
-78.0%
+46.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.7% |
| 7D | +14.8% | +15.9% | -1.1% | +9.3% |
| 30D | +41.8% | -6.0% | +47.8% | +42.7% |
| 3M | -29.2% | -1.6% | -27.6% | -31.0% |
| 6M | +66.2% | -30.7% | +96.9% | +73.5% |
| YTD | +10.0% | -30.9% | +40.9% | +12.0% |
| All | -31.5% | -78.0% | +46.5% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling