+121.9%
EEM vs FICO
+524.6%
-402.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | +5.3% | +1.4% | +3.9% | +5.0% |
| 30D | -7.0% | -0.8% | -6.2% | -7.2% |
| 3M | -8.0% | -31.3% | +23.3% | -3.2% |
| 6M | -6.6% | -33.9% | +27.3% | -2.6% |
| YTD | +12.3% | -57.6% | +69.9% | +28.5% |
| 1Y | +12.2% | -59.7% | +71.8% | +29.8% |
| 3Y | +71.2% | -28.0% | +99.2% | +58.2% |
| 5Y | +32.2% | +91.0% | -58.7% | -15.3% |
| All | +121.9% | +524.6% | -402.6% | -11.4% |
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