-93.4%
FRMI vs BURL
-9.4%
-84.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +5.5% |
| 7D | -24.7% | +7.7% | -32.4% | -24.8% |
| 30D | -51.6% | -7.1% | -44.5% | -51.1% |
| 3M | -73.1% | -30.3% | -42.8% | -72.7% |
| 6M | -68.3% | -15.5% | -52.7% | -69.1% |
| YTD | -79.3% | -11.0% | -68.3% | -79.8% |
| All | -93.4% | -9.4% | -84.0% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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