-83.1%
FRMI vs BBWI
-24.5%
-58.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +1.4% |
| 7D | +7.4% | -4.8% | +12.2% | +7.8% |
| 30D | -27.6% | +3.5% | -31.1% | -28.3% |
| 3M | -20.9% | -0.3% | -20.6% | -20.9% |
| 6M | -36.6% | -5.4% | -31.2% | -35.6% |
| YTD | -31.3% | -4.7% | -26.5% | -30.8% |
| All | -83.1% | -24.5% | -58.6% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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