-93.2%
FRMI vs BR
-14.2%
-78.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.0% | -13.6% | -7.8% |
| 7D | -39.7% | +7.0% | -46.7% | -35.4% |
| 30D | -55.2% | +19.0% | -74.2% | -47.1% |
| 3M | -71.2% | +13.1% | -84.2% | -67.1% |
| 6M | -64.1% | +24.6% | -88.7% | -53.5% |
| YTD | -77.2% | -13.6% | -63.6% | -78.7% |
| 1Y | -93.2% | -13.1% | -80.0% | -93.3% |
| All | -93.2% | -14.2% | -78.9% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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