+4,169.1%
EMR vs FICO
+78,963.7%
-74,794.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +0.4% | -35.2% | +35.6% | +6.0% |
| 6M | +18.4% | -33.7% | +52.0% | +23.1% |
| YTD | +23.9% | -58.2% | +82.1% | +38.2% |
| 1Y | +24.7% | -56.6% | +81.3% | +38.1% |
| 3Y | +86.4% | -24.0% | +110.4% | +83.4% |
| 5Y | +83.3% | +86.1% | -2.7% | +51.3% |
| 10Y | +320.2% | +522.8% | -202.6% | +185.4% |
| All | +4,169.1% | +78,963.7% | -74,794.6% | +2,225.2% |
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