+724.1%
EEM vs FICO
+2,091.9%
-1,367.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | -11.9% | +3.3% | -15.3% | -13.8% |
| 3M | -8.8% | -31.7% | +23.0% | -1.0% |
| 6M | -11.6% | -34.0% | +22.3% | -5.6% |
| YTD | +9.0% | -58.3% | +67.3% | +33.6% |
| 1Y | +10.6% | -57.9% | +68.5% | +34.7% |
| 3Y | +64.4% | -24.1% | +88.4% | +47.5% |
| 5Y | +31.0% | +85.3% | -54.3% | -23.4% |
| 10Y | +105.6% | +520.3% | -414.7% | -35.7% |
| All | +724.1% | +2,091.9% | -1,367.7% | +5.8% |
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 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