+602.8%
FICO vs EME
+1,278.1%
-675.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | -15.4% | +5.2% | -20.6% | -16.9% |
| 30D | -10.4% | -5.4% | -5.0% | -9.1% |
| 3M | -22.7% | -6.1% | -16.6% | -23.3% |
| 6M | -36.8% | +9.7% | -46.4% | -42.0% |
| YTD | -44.8% | +26.6% | -71.4% | -53.0% |
| 1Y | -39.3% | +24.6% | -64.0% | -49.2% |
| 3Y | +3.7% | +249.6% | -245.9% | -50.0% |
| 5Y | +101.7% | +556.6% | -454.8% | -31.0% |
| 10Y | +602.8% | +1,286.6% | -683.9% | +62.5% |
| All | +602.8% | +1,278.1% | -675.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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