-82.4%
FRMI vs FLR
+35.3%
-117.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.8% | +10.7% | +11.0% |
| 7D | +23.3% | +0.7% | +22.7% | +22.8% |
| 30D | -7.6% | -0.7% | -6.9% | -7.8% |
| 3M | +0.2% | +14.3% | -14.2% | -9.7% |
| 6M | -28.7% | +25.6% | -54.3% | -42.7% |
| YTD | -28.6% | +42.9% | -71.5% | -49.2% |
| All | -82.4% | +35.3% | -117.8% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling