-82.4%
FRMI vs BEN
+55.0%
-137.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.2% | +11.8% | +11.7% |
| 7D | +23.3% | +4.7% | +18.6% | +19.6% |
| 30D | -7.6% | +2.6% | -10.2% | -9.1% |
| 3M | +0.2% | +11.5% | -11.3% | -6.7% |
| 6M | -28.7% | +35.3% | -64.0% | -39.5% |
| YTD | -28.6% | +48.6% | -77.3% | -40.4% |
| All | -82.4% | +55.0% | -137.5% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling