-83.1%
FRMI vs EME
+21.4%
-104.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | -1.1% |
| 7D | +7.4% | +3.5% | +3.9% | +4.9% |
| 30D | -27.6% | -6.3% | -21.3% | -24.2% |
| 3M | -20.9% | -3.8% | -17.1% | -20.0% |
| 6M | -36.6% | +8.5% | -45.1% | -43.8% |
| YTD | -31.3% | +27.8% | -59.1% | -46.6% |
| All | -83.1% | +21.4% | -104.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling