+4,374.6%
EMR vs FICO
+78,251.7%
-73,877.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.7% | +3.0% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +5.0% | +1.7% | +3.3% | +4.2% |
| 3M | +7.7% | -33.0% | +40.7% | +13.0% |
| 6M | +26.8% | -33.9% | +60.6% | +31.9% |
| YTD | +29.9% | -58.5% | +88.4% | +45.1% |
| 1Y | +25.7% | -56.4% | +82.0% | +39.0% |
| 3Y | +95.4% | -24.7% | +120.0% | +92.5% |
| 5Y | +93.7% | +83.1% | +10.6% | +60.3% |
| 10Y | +340.4% | +517.2% | -176.8% | +199.6% |
| All | +4,374.6% | +78,251.7% | -73,877.1% | +2,341.1% |
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 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