+36.1%
FLEX vs FRMI
-92.8%
+128.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +17.5% | -13.7% | +0.2% |
| 7D | +2.2% | -0.5% | +2.8% | +2.3% |
| 30D | -32.6% | -44.3% | +11.7% | -25.5% |
| 3M | -35.5% | -74.6% | +39.1% | -19.7% |
| 6M | -45.6% | -66.3% | +20.7% | -36.7% |
| YTD | +30.7% | -77.4% | +108.1% | +56.6% |
| 1Y | +28.4% | -91.7% | +120.1% | +64.4% |
| All | +36.1% | -92.8% | +128.9% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling