-84.3%
FRMI vs BURL
+4.5%
-88.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +5.2% |
| 7D | +2.4% | -2.8% | +5.2% | +2.6% |
| 30D | -17.3% | -28.2% | +10.9% | -16.0% |
| 3M | -17.2% | -17.6% | +0.4% | -17.6% |
| 6M | -43.4% | -11.8% | -31.6% | -44.6% |
| YTD | -36.0% | -8.1% | -27.9% | -37.7% |
| All | -84.3% | +4.5% | -88.8% | -84.7% |
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