+8.1%
EWZ vs FRMI
-93.1%
+101.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.6% | +12.2% | +2.0% |
| 7D | -4.1% | -39.7% | +35.7% | -2.5% |
| 30D | -25.0% | -55.2% | +30.2% | -23.0% |
| 3M | -10.6% | -71.2% | +60.5% | -7.0% |
| 6M | -16.6% | -64.1% | +47.5% | -14.8% |
| YTD | +2.5% | -77.2% | +79.7% | +6.9% |
| 1Y | +8.1% | -93.2% | +101.2% | +17.5% |
| All | +8.1% | -93.1% | +101.2% | +17.5% |
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