-95.2%
FRMI vs BURL
-2.8%
-92.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | -39.8% | +4.1% | -43.9% | -39.9% |
| 30D | -60.5% | -9.5% | -51.0% | -60.0% |
| 3M | -74.6% | -33.5% | -41.1% | -74.1% |
| 6M | -71.8% | -22.1% | -49.7% | -72.1% |
| YTD | -80.4% | -14.6% | -65.8% | -80.8% |
| 1Y | -93.9% | -8.4% | -85.5% | -94.1% |
| All | -95.2% | -2.8% | -92.4% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling