-84.3%
FRMI vs BEN
+55.4%
-139.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.5% | +1.8% | +2.9% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -17.3% | -0.5% | -16.7% | -16.9% |
| 3M | -17.2% | +9.7% | -26.9% | -21.9% |
| 6M | -43.4% | +33.9% | -77.3% | -51.6% |
| YTD | -36.0% | +49.0% | -85.0% | -46.6% |
| All | -84.3% | +55.4% | -139.6% | -86.7% |
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