-62.3%
FRMI vs EMB
-2.1%
-60.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.8% | +14.6% | +17.4% |
| 7D | +34.6% | -0.7% | +35.3% | +38.6% |
| 30D | -44.6% | +0.5% | -45.2% | -46.5% |
| 3M | -72.9% | -2.5% | -70.4% | -68.7% |
| 6M | -62.3% | -2.0% | -60.3% | -56.9% |
| All | -62.3% | -2.1% | -60.3% | -56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling