+60.8%
EEM vs FICO
-24.0%
+84.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.8% |
| 7D | -7.4% | -0.3% | -7.2% | -7.4% |
| 30D | -15.0% | +1.7% | -16.7% | -15.1% |
| 3M | -11.7% | -35.2% | +23.5% | -10.7% |
| 6M | -10.8% | -33.7% | +22.9% | -10.7% |
| YTD | +6.7% | -58.2% | +64.8% | +10.7% |
| 1Y | +7.4% | -56.6% | +64.0% | +10.9% |
| All | +60.8% | -24.0% | +84.8% | +51.1% |
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