-92.0%
FRMI vs BB
+84.3%
-176.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -2.4% | +29.1% | +27.6% |
| 7D | +66.2% | +1.8% | +64.4% | +64.7% |
| 30D | -17.4% | +8.1% | -25.5% | -20.1% |
| 3M | -60.5% | -1.0% | -59.5% | -60.6% |
| 6M | -56.5% | +45.9% | -102.4% | -61.9% |
| YTD | -67.4% | +134.8% | -202.2% | -77.8% |
| 1Y | -85.1% | +104.6% | -189.7% | -89.5% |
| All | -92.0% | +84.3% | -176.2% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling