-83.1%
FRMI vs BB
+58.8%
-141.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | +7.4% | -0.4% | +7.8% | +7.7% |
| 30D | -27.6% | -12.5% | -15.1% | -24.0% |
| 3M | -20.9% | -17.4% | -3.4% | -15.2% |
| 6M | -36.6% | +119.1% | -155.7% | -55.8% |
| YTD | -31.3% | +102.4% | -133.6% | -50.2% |
| All | -83.1% | +58.8% | -141.9% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling