-93.7%
FRMI vs EMB
+1.8%
-95.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.8% | +14.6% | +16.5% |
| 7D | +34.6% | -0.7% | +35.3% | +37.7% |
| 30D | -44.6% | +0.5% | -45.2% | -45.8% |
| 3M | -72.9% | -2.5% | -70.4% | -70.3% |
| 6M | -62.3% | -2.0% | -60.3% | -59.0% |
| YTD | -74.3% | -0.9% | -73.4% | -71.7% |
| 1Y | -90.5% | -0.3% | -90.2% | -89.6% |
| All | -93.7% | +1.8% | -95.5% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling