-94.2%
FRMI vs BRO
-4.7%
-89.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.7% | -16.6% | -15.4% |
| 7D | -46.5% | +9.9% | -56.4% | -42.1% |
| 30D | -63.8% | +22.3% | -86.1% | -57.7% |
| 3M | -75.3% | +5.3% | -80.6% | -73.7% |
| 6M | -69.0% | +30.3% | -99.4% | -63.6% |
| YTD | -80.9% | -5.7% | -75.1% | -83.7% |
| 1Y | -94.2% | -3.5% | -90.7% | -94.9% |
| All | -94.2% | -4.7% | -89.6% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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