+0.2%
FRMI vs EME
-6.1%
+6.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.5% | +9.0% | +10.3% |
| 7D | +23.3% | +5.2% | +18.2% | +20.7% |
| 30D | -7.6% | -5.4% | -2.3% | -5.0% |
| 3M | +0.2% | -6.1% | +6.3% | -10.7% |
| All | +0.2% | -6.1% | +6.2% | -10.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling