+25.7%
EMR vs FRMI
-93.1%
+118.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.6% | +13.0% | +3.2% |
| 7D | +1.6% | -39.7% | +41.4% | +5.5% |
| 30D | +5.0% | -55.2% | +60.2% | +11.2% |
| 3M | +7.7% | -71.2% | +78.8% | +17.6% |
| 6M | +26.8% | -64.1% | +90.9% | +34.3% |
| YTD | +29.9% | -77.2% | +107.1% | +41.1% |
| 1Y | +25.7% | -93.2% | +118.8% | +46.4% |
| All | +25.7% | -93.1% | +118.8% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling