-83.1%
FRMI vs BROS
-15.2%
-67.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.7% |
| 7D | +7.4% | -5.8% | +13.2% | +9.3% |
| 30D | -27.6% | -14.0% | -13.7% | -24.4% |
| 3M | -20.9% | -32.5% | +11.6% | -11.9% |
| 6M | -36.6% | -14.9% | -21.7% | -35.0% |
| YTD | -31.3% | -28.3% | -3.0% | -29.3% |
| All | -83.1% | -15.2% | -67.9% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling