-93.2%
FRMI vs BEN
+56.2%
-149.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.7% | -15.2% | -14.1% |
| 7D | -39.7% | +6.7% | -46.5% | -43.2% |
| 30D | -55.2% | +3.0% | -58.2% | -56.4% |
| 3M | -71.2% | -4.3% | -66.8% | -70.3% |
| 6M | -64.1% | +16.4% | -80.5% | -67.5% |
| YTD | -77.2% | +46.8% | -124.0% | -82.5% |
| 1Y | -93.2% | +57.3% | -150.5% | -95.1% |
| All | -93.2% | +56.2% | -149.4% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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