-83.1%
FRMI vs FLNC
-9.7%
-73.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.4% | +1.4% |
| 7D | +7.4% | -4.1% | +11.5% | +8.7% |
| 30D | -27.6% | -24.8% | -2.9% | -21.8% |
| 3M | -20.9% | -59.1% | +38.2% | -1.4% |
| 6M | -36.6% | -42.0% | +5.4% | -35.1% |
| YTD | -31.3% | -49.8% | +18.5% | -28.4% |
| All | -83.1% | -9.7% | -73.4% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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