+499.7%
FICO vs EMB
+28.3%
+471.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | +1.3% | +2.0% | +1.0% |
| 3M | -31.7% | -2.7% | -29.0% | -28.4% |
| 6M | -34.0% | -2.8% | -31.1% | -30.8% |
| YTD | -58.3% | -1.1% | -57.2% | -57.7% |
| 1Y | -57.9% | 0.0% | -57.9% | -58.0% |
| 3Y | -24.1% | +28.8% | -52.8% | -50.6% |
| 5Y | +85.3% | +6.0% | +79.3% | +71.6% |
| All | +499.7% | +28.3% | +471.4% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling