-92.0%
FRMI vs BROS
-30.6%
-61.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +6.5% | +20.2% | +24.1% |
| 7D | +66.2% | +6.3% | +59.9% | +62.6% |
| 30D | -17.4% | -8.3% | -9.1% | -14.3% |
| 3M | -60.5% | -29.8% | -30.7% | -55.7% |
| 6M | -56.5% | -25.8% | -30.7% | -52.8% |
| YTD | -67.4% | -41.4% | -26.0% | -64.0% |
| 1Y | -85.1% | -35.2% | -49.9% | -83.4% |
| All | -92.0% | -30.6% | -61.3% | -90.4% |
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