-84.3%
FRMI vs EME
+17.3%
-101.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.1% |
| 7D | +2.4% | +1.9% | +0.5% | +1.1% |
| 30D | -17.3% | -8.3% | -9.0% | -12.0% |
| 3M | -17.2% | -10.7% | -6.4% | -12.1% |
| 6M | -43.4% | +1.9% | -45.3% | -47.2% |
| YTD | -36.0% | +23.5% | -59.5% | -49.1% |
| All | -84.3% | +17.3% | -101.5% | -87.5% |
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