-83.4%
FRMI vs BTI
+9.1%
-92.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | +10.9% | -2.0% | +12.9% | +12.0% |
| 30D | -24.3% | -3.4% | -20.9% | -23.1% |
| 3M | -21.8% | -9.0% | -12.8% | -18.9% |
| 6M | -33.0% | -5.0% | -28.0% | -33.4% |
| YTD | -32.6% | -0.3% | -32.3% | -40.5% |
| All | -83.4% | +9.1% | -92.5% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling