+101.7%
FICO vs EMB
+7.4%
+94.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | 0.0% | -19.2% | -19.2% |
| 30D | -14.6% | -0.3% | -14.3% | -14.1% |
| 3M | -20.1% | -0.4% | -19.7% | -19.7% |
| 6M | -36.3% | +0.1% | -36.4% | -36.6% |
| YTD | -44.9% | +1.6% | -46.4% | -46.3% |
| 1Y | -38.6% | +5.6% | -44.2% | -43.5% |
| 3Y | +4.0% | +29.8% | -25.8% | -28.8% |
| All | +101.7% | +7.4% | +94.3% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling