-83.0%
FRMI vs EMB
+4.0%
-87.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.5% |
| 7D | +15.9% | 0.0% | +15.9% | +15.8% |
| 30D | -6.0% | -0.3% | -5.7% | -5.0% |
| 3M | -1.6% | -0.3% | -1.3% | -0.2% |
| 6M | -30.7% | +0.7% | -31.5% | -30.0% |
| YTD | -30.9% | +1.3% | -32.1% | -29.9% |
| All | -83.0% | +4.0% | -87.0% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling