+71.3%
FLEX vs FRMI
-45.9%
+117.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +0.4% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -10.1% | -17.3% | +7.1% | -7.5% |
| 3M | -31.3% | -17.2% | -14.2% | -30.9% |
| 6M | +71.3% | -43.4% | +114.6% | +99.0% |
| All | +71.3% | -45.9% | +117.2% | +99.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling