-92.0%
FRMI vs BBWI
-13.0%
-79.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.5% | +25.2% | +26.5% |
| 7D | +66.2% | +0.1% | +66.1% | +66.2% |
| 30D | -17.4% | +12.9% | -30.3% | -18.7% |
| 3M | -60.5% | +16.0% | -76.5% | -61.4% |
| 6M | -56.5% | +16.6% | -73.1% | -57.6% |
| YTD | -67.4% | +9.7% | -77.1% | -67.8% |
| 1Y | -85.1% | +1.5% | -86.6% | -85.4% |
| All | -92.0% | -13.0% | -79.0% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling