+854.3%
EEM vs FICO
+2,800.3%
-1,946.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +7.4% |
| 7D | +2.3% | -19.2% | +21.5% | +9.0% |
| 30D | +4.5% | -14.6% | +19.1% | +9.0% |
| 3M | -0.1% | -20.1% | +20.0% | +4.4% |
| 6M | +16.9% | -36.3% | +53.3% | +29.4% |
| YTD | +26.2% | -44.9% | +71.1% | +46.0% |
| 1Y | +40.5% | -38.6% | +79.1% | +53.4% |
| 3Y | +86.2% | +4.0% | +82.2% | +54.9% |
| 5Y | +45.5% | +99.5% | -54.1% | -12.6% |
| 10Y | +128.6% | +604.7% | -476.0% | -27.9% |
| All | +854.3% | +2,800.3% | -1,946.0% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling