+25.0%
FLEX vs FRMI
-93.1%
+118.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -10.6% | -1.8% | -10.1% |
| 7D | -17.0% | -39.7% | +22.8% | -7.9% |
| 30D | -33.8% | -55.2% | +21.3% | -22.7% |
| 3M | -39.0% | -71.2% | +32.1% | -23.5% |
| 6M | -15.9% | -64.1% | +48.2% | -1.6% |
| YTD | +27.8% | -77.2% | +105.1% | +56.4% |
| 1Y | +25.0% | -93.2% | +118.1% | +88.1% |
| All | +25.0% | -93.1% | +118.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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