-93.2%
FRMI vs BG
+7.2%
-100.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.4% | -13.0% | -10.9% |
| 7D | -39.7% | -3.8% | -36.0% | -39.4% |
| 30D | -55.2% | -9.6% | -45.6% | -54.7% |
| 3M | -71.2% | -8.5% | -62.6% | -70.9% |
| 6M | -64.1% | -23.0% | -41.1% | -62.6% |
| YTD | -77.2% | +10.9% | -88.1% | -82.0% |
| 1Y | -93.2% | +6.0% | -99.1% | -94.7% |
| All | -93.2% | +7.2% | -100.4% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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