+539.5%
FICO vs EMB
+35.7%
+503.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | +4.0% | -0.4% | +4.4% | +4.7% |
| 30D | -1.5% | +1.1% | -2.6% | -3.4% |
| 3M | -29.8% | -2.0% | -27.8% | -27.2% |
| 6M | -33.3% | -1.9% | -31.3% | -31.1% |
| YTD | -56.9% | -0.5% | -56.4% | -56.6% |
| 1Y | -59.5% | +0.1% | -59.5% | -59.6% |
| 3Y | -26.9% | +29.7% | -56.5% | -53.3% |
| 5Y | +92.9% | +8.1% | +84.8% | +72.5% |
| 10Y | +539.5% | +36.3% | +503.2% | +345.3% |
| All | +539.5% | +35.7% | +503.8% | +345.3% |
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