0.0%
EWZ vs FRMI
-90.8%
+90.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.8% | -15.8% | -2.5% |
| 7D | +0.1% | +34.6% | -34.6% | -1.1% |
| 30D | -25.9% | -44.6% | +18.8% | -24.5% |
| 3M | -6.1% | -72.9% | +66.8% | -1.9% |
| 6M | -16.1% | -62.3% | +46.2% | -14.3% |
| YTD | +1.0% | -74.3% | +75.2% | +5.0% |
| 1Y | 0.0% | -90.5% | +90.5% | +9.4% |
| All | 0.0% | -90.8% | +90.7% | +9.4% |
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