-84.3%
FRMI vs BNS
+46.3%
-130.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +6.7% |
| 7D | +2.4% | +1.5% | +0.9% | +0.4% |
| 30D | -17.3% | +6.0% | -23.2% | -23.0% |
| 3M | -17.2% | +16.3% | -33.5% | -31.5% |
| 6M | -43.4% | +27.3% | -70.7% | -58.0% |
| YTD | -36.0% | +28.5% | -64.5% | -53.1% |
| All | -84.3% | +46.3% | -130.6% | -90.4% |
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