+94.2%
FLEX vs FRMI
-78.0%
+172.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -0.9% |
| 7D | +6.4% | +15.9% | -9.6% | +3.9% |
| 30D | -5.9% | -6.0% | +0.1% | -5.7% |
| 3M | -23.5% | -1.6% | -21.9% | -25.1% |
| 6M | +83.7% | -30.7% | +114.4% | +83.8% |
| YTD | +86.5% | -30.9% | +117.4% | +85.7% |
| All | +94.2% | -78.0% | +172.2% | +106.6% |
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