-93.2%
FRMI vs EME
-3.1%
-90.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.6% | -0.9% | -2.1% |
| 7D | -39.7% | -5.8% | -33.9% | -36.7% |
| 30D | -55.2% | -17.9% | -37.3% | -46.5% |
| 3M | -71.2% | -22.0% | -49.2% | -64.1% |
| 6M | -64.1% | -29.7% | -34.4% | -50.5% |
| YTD | -77.2% | +4.7% | -82.0% | -84.6% |
| 1Y | -93.2% | -2.1% | -91.0% | -94.3% |
| All | -93.2% | -3.1% | -90.1% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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