-93.2%
FRMI vs BN
-3.9%
-89.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.1% | -16.6% | -16.7% |
| 7D | -39.7% | +12.0% | -51.7% | -48.3% |
| 30D | -55.2% | +17.0% | -72.2% | -63.6% |
| 3M | -71.2% | -3.2% | -67.9% | -70.0% |
| 6M | -64.1% | -3.9% | -60.2% | -62.3% |
| YTD | -77.2% | -5.6% | -71.7% | -75.4% |
| 1Y | -93.2% | -4.7% | -88.4% | -92.6% |
| All | -93.2% | -3.9% | -89.2% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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