+114.1%
EEM vs FICO
+535.6%
-421.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.9% |
| 7D | -0.9% | +0.9% | -1.7% | -1.1% |
| 30D | -9.3% | +9.4% | -18.8% | -11.4% |
| 3M | -7.1% | -30.4% | +23.3% | -2.4% |
| 6M | -10.4% | -35.1% | +24.7% | -6.0% |
| YTD | +11.3% | -56.8% | +68.1% | +26.8% |
| 1Y | +11.3% | -58.4% | +69.7% | +27.8% |
| 3Y | +69.6% | -26.7% | +96.3% | +56.2% |
| 5Y | +33.6% | +88.0% | -54.4% | -13.6% |
| 10Y | +114.1% | +545.7% | -431.6% | -14.8% |
| All | +114.1% | +535.6% | -421.4% | -14.8% |
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