-83.4%
FRMI vs BN
-16.0%
-67.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.1% |
| 7D | +10.9% | -5.9% | +16.8% | +18.7% |
| 30D | -24.3% | -15.1% | -9.2% | -8.1% |
| 3M | -21.8% | -14.6% | -7.2% | -6.3% |
| 6M | -33.0% | -8.4% | -24.6% | -26.9% |
| YTD | -32.6% | -16.8% | -15.8% | -14.6% |
| All | -83.4% | -16.0% | -67.4% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling