+280.6%
EMR vs FICO
+544.1%
-263.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -2.0% | +4.0% | -6.0% | -2.9% |
| 30D | +2.8% | -1.5% | +4.3% | +2.7% |
| 3M | +2.0% | -29.8% | +31.8% | +8.4% |
| 6M | +20.7% | -33.3% | +54.0% | +27.6% |
| YTD | +27.3% | -56.9% | +84.2% | +51.1% |
| 1Y | +31.0% | -59.5% | +90.5% | +58.4% |
| 3Y | +103.6% | -26.9% | +130.5% | +90.4% |
| 5Y | +88.6% | +92.9% | -4.3% | +14.8% |
| 10Y | +280.6% | +539.5% | -258.9% | +41.0% |
| All | +280.6% | +544.1% | -263.5% | +41.0% |
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