-83.0%
FRMI vs BN
-15.0%
-68.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.2% | -0.9% |
| 7D | +15.9% | -3.0% | +18.9% | +19.6% |
| 30D | -6.0% | -13.0% | +7.1% | +11.1% |
| 3M | -1.6% | -15.2% | +13.6% | +18.6% |
| 6M | -30.7% | -5.9% | -24.8% | -27.0% |
| YTD | -30.9% | -15.8% | -15.1% | -13.6% |
| All | -83.0% | -15.0% | -68.0% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling