-93.2%
FRMI vs BNS
+52.0%
-145.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.0% | -13.5% | -14.0% |
| 7D | -39.7% | +2.0% | -41.7% | -41.3% |
| 30D | -55.2% | +7.8% | -62.9% | -59.1% |
| 3M | -71.2% | +11.7% | -82.8% | -74.9% |
| 6M | -64.1% | +28.2% | -92.3% | -73.5% |
| YTD | -77.2% | +34.8% | -112.0% | -84.3% |
| 1Y | -93.2% | +51.1% | -144.2% | -96.3% |
| All | -93.2% | +52.0% | -145.1% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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