+2,043.3%
FICO vs EMB
+126.0%
+1,917.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -0.3% | -0.3% | +0.1% | 0.0% |
| 30D | +1.7% | +1.1% | +0.6% | +0.4% |
| 3M | -35.2% | -2.9% | -32.2% | -32.9% |
| 6M | -33.7% | -2.1% | -31.6% | -32.2% |
| YTD | -58.2% | -1.1% | -57.0% | -57.7% |
| 1Y | -56.6% | +0.3% | -56.9% | -56.8% |
| 3Y | -24.0% | +27.7% | -51.7% | -41.6% |
| 5Y | +86.1% | +6.0% | +80.1% | +74.0% |
| 10Y | +522.8% | +29.1% | +493.7% | +409.4% |
| All | +2,043.3% | +126.0% | +1,917.4% | +1,306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling