-82.4%
FRMI vs BROS
-11.3%
-71.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.5% | +13.0% | +12.0% |
| 7D | +23.3% | -0.9% | +24.3% | +23.5% |
| 30D | -7.6% | -13.5% | +5.8% | -3.8% |
| 3M | +0.2% | -18.4% | +18.6% | +4.5% |
| 6M | -28.7% | -10.6% | -18.1% | -28.0% |
| YTD | -28.6% | -25.1% | -3.6% | -27.6% |
| All | -82.4% | -11.3% | -71.1% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling