-93.2%
FRMI vs BROS
-18.6%
-74.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.9% | -11.5% | -10.9% |
| 7D | -39.7% | +2.5% | -42.2% | -40.4% |
| 30D | -55.2% | +15.1% | -70.2% | -57.5% |
| 3M | -71.2% | -31.4% | -39.8% | -67.4% |
| 6M | -64.1% | -22.6% | -41.5% | -61.8% |
| YTD | -77.2% | -28.1% | -49.1% | -76.1% |
| 1Y | -93.2% | -20.3% | -72.9% | -93.2% |
| All | -93.2% | -18.6% | -74.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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