+64.4%
EEM vs FICO
-24.3%
+88.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -11.9% | +3.3% | -15.3% | -12.1% |
| 3M | -8.8% | -31.7% | +23.0% | -7.9% |
| 6M | -11.6% | -34.0% | +22.3% | -11.6% |
| YTD | +9.0% | -58.3% | +67.3% | +13.2% |
| 1Y | +10.6% | -57.9% | +68.5% | +14.6% |
| 3Y | +64.4% | -24.1% | +88.4% | +54.5% |
| All | +64.4% | -24.3% | +88.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling