-92.0%
FRMI vs EMB
+1.6%
-93.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.2% | +26.9% | +27.4% |
| 7D | +66.2% | -0.9% | +67.1% | +71.0% |
| 30D | -17.4% | +0.4% | -17.8% | -18.9% |
| 3M | -60.5% | -3.1% | -57.3% | -55.6% |
| 6M | -56.5% | -2.1% | -54.4% | -52.5% |
| YTD | -67.4% | -1.1% | -66.3% | -64.0% |
| 1Y | -85.1% | -0.1% | -85.0% | -83.9% |
| All | -92.0% | +1.6% | -93.6% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling