+29.3%
FLEX vs FRMI
-89.6%
+118.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +26.7% | -30.7% | -8.9% |
| 7D | +7.5% | +66.2% | -58.8% | -3.8% |
| 30D | -25.3% | -17.4% | -7.9% | -23.9% |
| 3M | -39.7% | -60.5% | +20.8% | -31.4% |
| 6M | -47.9% | -56.5% | +8.6% | -43.0% |
| YTD | +24.1% | -67.4% | +91.5% | +37.2% |
| 1Y | +26.0% | -85.1% | +111.0% | +47.0% |
| All | +29.3% | -89.6% | +118.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling