-93.2%
FRMI vs BB
+88.0%
-181.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +7.0% | -17.5% | -13.4% |
| 7D | -39.7% | -6.8% | -32.9% | -38.0% |
| 30D | -55.2% | -3.5% | -51.6% | -54.7% |
| 3M | -71.2% | -1.2% | -69.9% | -71.3% |
| 6M | -64.1% | +57.0% | -121.1% | -70.8% |
| YTD | -77.2% | +131.1% | -208.4% | -86.1% |
| 1Y | -93.2% | +87.6% | -180.7% | -95.1% |
| All | -93.2% | +88.0% | -181.1% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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