-83.4%
FRMI vs BROS
-16.1%
-67.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.8% | -1.5% |
| 7D | +10.9% | -6.1% | +17.0% | +12.9% |
| 30D | -24.3% | -12.4% | -11.9% | -21.4% |
| 3M | -21.8% | -27.9% | +6.2% | -15.2% |
| 6M | -33.0% | -16.8% | -16.2% | -30.9% |
| YTD | -32.6% | -29.0% | -3.6% | -30.5% |
| All | -83.4% | -16.1% | -67.4% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling