-93.2%
FRMI vs BTG
+24.4%
-117.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +8.7% | -19.3% | -15.0% |
| 7D | -39.7% | -0.2% | -39.5% | -40.0% |
| 30D | -55.2% | -0.8% | -54.4% | -55.1% |
| 3M | -71.2% | +31.8% | -103.0% | -75.5% |
| 6M | -64.1% | +20.4% | -84.5% | -68.6% |
| YTD | -77.2% | +14.7% | -92.0% | -80.3% |
| 1Y | -93.2% | +29.4% | -122.5% | -94.7% |
| All | -93.2% | +24.4% | -117.5% | -94.7% |
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