-83.1%
FRMI vs BTG
+8.9%
-92.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +7.4% | -3.8% | +11.2% | +9.2% |
| 30D | -27.6% | +3.6% | -31.3% | -28.9% |
| 3M | -20.9% | +32.0% | -52.9% | -31.7% |
| 6M | -36.6% | +3.4% | -40.0% | -38.7% |
| YTD | -31.3% | +20.8% | -52.0% | -38.2% |
| All | -83.1% | +8.9% | -92.0% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling