-83.0%
FRMI vs BEN
+52.7%
-135.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.1% |
| 7D | +15.9% | +3.4% | +12.6% | +13.4% |
| 30D | -6.0% | +1.8% | -7.7% | -6.9% |
| 3M | -1.6% | +8.4% | -10.0% | -6.5% |
| 6M | -30.7% | +35.6% | -66.3% | -41.0% |
| YTD | -30.9% | +46.4% | -77.2% | -41.7% |
| All | -83.0% | +52.7% | -135.7% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling