+128.2%
EWY vs FRMI
-78.6%
+206.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.8% |
| 7D | +1.2% | +10.9% | -9.7% | -0.5% |
| 30D | +9.3% | -24.3% | +33.6% | +13.6% |
| 3M | +2.4% | -21.8% | +24.2% | +5.0% |
| 6M | +40.3% | -33.0% | +73.3% | +43.6% |
| YTD | +88.0% | -32.6% | +120.6% | +92.5% |
| All | +128.2% | -78.6% | +206.8% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling