+83.4%
EMR vs FICO
+81.4%
+1.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | +3.8% | -31.7% | +35.5% | +7.9% |
| 6M | +10.5% | -34.0% | +44.5% | +13.9% |
| YTD | +23.7% | -58.3% | +82.0% | +38.3% |
| 1Y | +25.4% | -57.9% | +83.3% | +39.9% |
| 3Y | +86.6% | -24.1% | +110.6% | +79.6% |
| All | +83.4% | +81.4% | +1.9% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling