-82.4%
FRMI vs BTI
+9.7%
-92.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.9% | +11.7% |
| 7D | +23.3% | -1.4% | +24.7% | +24.2% |
| 30D | -7.6% | -7.0% | -0.6% | -3.6% |
| 3M | +0.2% | -6.3% | +6.5% | +1.0% |
| 6M | -28.7% | -2.0% | -26.7% | -31.9% |
| YTD | -28.6% | +0.2% | -28.8% | -37.2% |
| All | -82.4% | +9.7% | -92.1% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling