+531.6%
FICO vs EMB
+30.9%
+500.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +1.6% |
| 7D | -0.1% | +0.8% | -0.9% | -1.5% |
| 30D | +8.4% | +1.5% | +6.9% | +5.7% |
| 3M | -30.5% | -1.9% | -28.6% | -28.1% |
| 6M | -35.7% | -1.6% | -34.1% | -34.0% |
| YTD | -57.2% | 0.0% | -57.2% | -57.3% |
| 1Y | -58.4% | +1.1% | -59.5% | -59.2% |
| 3Y | -24.8% | +30.9% | -55.7% | -52.4% |
| 5Y | +79.3% | +7.1% | +72.2% | +63.4% |
| 10Y | +531.6% | +31.1% | +500.5% | +355.7% |
| All | +531.6% | +30.9% | +500.8% | +355.7% |
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