-84.3%
FRMI vs BTG
+13.2%
-97.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +6.0% |
| 7D | +2.4% | -0.9% | +3.3% | +2.8% |
| 30D | -17.3% | +36.8% | -54.1% | -29.4% |
| 3M | -17.2% | +23.1% | -40.3% | -25.7% |
| 6M | -43.4% | +3.5% | -46.8% | -44.9% |
| YTD | -36.0% | +25.5% | -61.5% | -43.4% |
| All | -84.3% | +13.2% | -97.5% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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