-67.9%
FLUT vs FRMI
-89.6%
+21.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +26.7% | -27.7% | -0.9% |
| 7D | -0.7% | +66.2% | -66.9% | -0.4% |
| 30D | +9.3% | -17.4% | +26.7% | +9.2% |
| 3M | -17.5% | -60.5% | +43.0% | -17.6% |
| 6M | -14.6% | -56.5% | +41.9% | -14.8% |
| YTD | -62.3% | -67.4% | +5.1% | -62.4% |
| 1Y | -59.6% | -85.1% | +25.4% | -59.1% |
| All | -67.9% | -89.6% | +21.8% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling