-93.2%
FRMI vs BTI
+24.7%
-117.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.4% | -14.0% | -11.2% |
| 7D | -39.7% | +5.3% | -45.0% | -40.4% |
| 30D | -55.2% | +19.1% | -74.3% | -57.4% |
| 3M | -71.2% | +6.5% | -77.7% | -71.3% |
| 6M | -64.1% | +9.4% | -73.5% | -65.3% |
| YTD | -77.2% | +14.4% | -91.7% | -80.4% |
| 1Y | -93.2% | +23.9% | -117.1% | -95.0% |
| All | -93.2% | +24.7% | -117.8% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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