-94.4%
FRMI vs BURL
+0.9%
-95.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.9% | +16.6% | +17.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | -44.3% | -4.4% | -39.9% | -43.9% |
| 3M | -74.6% | -28.6% | -46.0% | -74.1% |
| 6M | -66.3% | -12.3% | -54.0% | -67.2% |
| YTD | -77.4% | -11.3% | -66.1% | -77.9% |
| 1Y | -91.7% | -10.4% | -81.3% | -92.0% |
| All | -94.4% | +0.9% | -95.4% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling