-83.1%
FRMI vs BR
-27.5%
-55.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.8% |
| 7D | +7.4% | -3.0% | +10.4% | +4.8% |
| 30D | -27.6% | -0.3% | -27.3% | -27.4% |
| 3M | -20.9% | +17.3% | -38.2% | -5.9% |
| 6M | -36.6% | -6.7% | -29.9% | -38.3% |
| YTD | -31.3% | -23.4% | -7.8% | -43.8% |
| All | -83.1% | -27.5% | -55.6% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling