-83.1%
FRMI vs FLR
+29.5%
-112.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.3% |
| 7D | +7.4% | -3.5% | +10.9% | +9.9% |
| 30D | -27.6% | +4.2% | -31.8% | -30.0% |
| 3M | -20.9% | +8.1% | -28.9% | -25.5% |
| 6M | -36.6% | +21.5% | -58.1% | -48.1% |
| YTD | -31.3% | +36.8% | -68.0% | -49.7% |
| All | -83.1% | +29.5% | -112.6% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling