-83.1%
FRMI vs BRO
-29.0%
-54.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +1.9% |
| 7D | +7.4% | -7.3% | +14.7% | +1.1% |
| 30D | -27.6% | -6.9% | -20.8% | -31.4% |
| 3M | -20.9% | +10.7% | -31.5% | -14.1% |
| 6M | -36.6% | -2.7% | -33.9% | -41.4% |
| YTD | -31.3% | -16.3% | -14.9% | -50.5% |
| All | -83.1% | -29.0% | -54.1% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling