+109.6%
EEM vs FICO
+544.0%
-434.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.1% | +2.4% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | -8.6% | +8.4% | -17.1% | -10.5% |
| 3M | -7.0% | -30.5% | +23.5% | -2.4% |
| 6M | -9.7% | -35.7% | +26.0% | -5.2% |
| YTD | +12.1% | -57.2% | +69.3% | +28.1% |
| 1Y | +14.1% | -58.4% | +72.5% | +31.0% |
| 3Y | +72.1% | -24.8% | +96.9% | +57.0% |
| 5Y | +34.1% | +79.3% | -45.2% | -12.0% |
| 10Y | +109.6% | +531.6% | -422.0% | -17.7% |
| All | +109.6% | +544.0% | -434.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling