-60.9%
FLUT vs FRMI
-78.6%
+17.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.7% |
| 7D | -3.6% | +10.9% | -14.5% | -3.5% |
| 30D | -0.3% | -24.3% | +24.0% | -0.5% |
| 3M | -12.6% | -21.8% | +9.1% | -12.7% |
| 6M | -8.0% | -33.0% | +25.1% | -7.8% |
| YTD | -54.1% | -32.6% | -21.5% | -54.2% |
| All | -60.9% | -78.6% | +17.6% | -60.9% |
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