-83.0%
FRMI vs BBWI
-28.0%
-55.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -2.6% |
| 7D | +15.9% | -4.4% | +20.4% | +16.4% |
| 30D | -6.0% | -7.4% | +1.4% | -5.5% |
| 3M | -1.6% | -2.2% | +0.6% | -1.7% |
| 6M | -30.7% | -16.3% | -14.4% | -27.9% |
| YTD | -30.9% | -9.1% | -21.7% | -30.0% |
| All | -83.0% | -28.0% | -55.0% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling