+62.4%
EWY vs FRMI
-93.1%
+155.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.6% | +8.7% | +0.1% |
| 7D | -8.3% | -39.7% | +31.4% | +0.4% |
| 30D | -20.5% | -55.2% | +34.6% | -8.8% |
| 3M | -11.1% | -71.2% | +60.0% | +9.6% |
| 6M | -7.0% | -64.1% | +57.1% | +9.6% |
| YTD | +56.5% | -77.2% | +133.7% | +94.4% |
| 1Y | +62.4% | -93.2% | +155.6% | +121.5% |
| All | +62.4% | -93.1% | +155.5% | +121.5% |
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