-84.3%
FRMI vs BROS
-10.0%
-74.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.1% |
| 7D | +2.4% | -6.7% | +9.1% | +4.5% |
| 30D | -17.3% | -29.1% | +11.8% | -8.9% |
| 3M | -17.2% | -16.7% | -0.4% | -14.1% |
| 6M | -43.4% | -11.6% | -31.7% | -42.5% |
| YTD | -36.0% | -23.9% | -12.1% | -35.3% |
| All | -84.3% | -10.0% | -74.3% | -82.8% |
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