+83.3%
EMR vs FICO
+84.1%
-0.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +0.7% | +1.7% | -1.0% | +0.1% |
| 3M | +0.4% | -35.2% | +35.6% | +5.3% |
| 6M | +18.4% | -33.7% | +52.0% | +21.9% |
| YTD | +23.9% | -58.2% | +82.1% | +38.4% |
| 1Y | +24.7% | -56.6% | +81.3% | +38.1% |
| 3Y | +86.4% | -24.0% | +110.4% | +79.6% |
| 5Y | +83.3% | +86.1% | -2.7% | +43.1% |
| All | +83.3% | +84.1% | -0.7% | +43.1% |
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