-82.4%
FRMI vs BLDR
-48.9%
-33.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -4.9% | +16.4% | +12.5% |
| 7D | +23.3% | -0.3% | +23.7% | +23.1% |
| 30D | -7.6% | -16.2% | +8.6% | -4.2% |
| 3M | +0.2% | -14.4% | +14.6% | +3.2% |
| 6M | -28.7% | -32.8% | +4.1% | -26.3% |
| YTD | -28.6% | -39.2% | +10.6% | -24.3% |
| All | -82.4% | -48.9% | -33.5% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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