+86.6%
EMR vs FICO
-24.3%
+110.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | +2.0% | +3.3% | -1.4% | +1.2% |
| 3M | +3.8% | -31.7% | +35.5% | +6.9% |
| 6M | +10.5% | -34.0% | +44.5% | +12.7% |
| YTD | +23.7% | -58.3% | +82.0% | +36.6% |
| 1Y | +25.4% | -57.9% | +83.3% | +38.2% |
| 3Y | +86.6% | -24.1% | +110.6% | +75.3% |
| All | +86.6% | -24.3% | +110.8% | +75.3% |
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