-84.3%
FRMI vs EMB
+4.3%
-88.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | -17.3% | -0.3% | -17.0% | -16.3% |
| 3M | -17.2% | -0.4% | -16.7% | -15.5% |
| 6M | -43.4% | +0.1% | -43.5% | -42.1% |
| YTD | -36.0% | +1.6% | -37.6% | -35.8% |
| All | -84.3% | +4.3% | -88.6% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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