-93.2%
FRMI vs EMB
+0.7%
-93.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.0% | -11.6% | -14.3% |
| 7D | -39.7% | +0.7% | -40.4% | -41.4% |
| 30D | -55.2% | +2.3% | -57.5% | -59.0% |
| 3M | -71.2% | -2.5% | -68.7% | -68.1% |
| 6M | -64.1% | -1.1% | -63.0% | -61.5% |
| YTD | -77.2% | -0.6% | -76.7% | -74.9% |
| 1Y | -93.2% | +0.6% | -93.8% | -92.8% |
| All | -93.2% | +0.7% | -93.8% | -92.8% |
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