+531.6%
FICO vs EME
+996.0%
-464.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.6% | +0.5% |
| 7D | -0.1% | -4.4% | +4.3% | +1.0% |
| 30D | +8.4% | -17.3% | +25.7% | +14.3% |
| 3M | -30.5% | -20.0% | -10.5% | -26.3% |
| 6M | -35.7% | -29.1% | -6.6% | -30.5% |
| YTD | -57.2% | +6.9% | -64.1% | -61.9% |
| 1Y | -58.4% | +0.8% | -59.2% | -62.1% |
| 3Y | -24.8% | +214.4% | -239.2% | -63.5% |
| 5Y | +79.3% | +404.2% | -324.9% | -33.3% |
| 10Y | +531.6% | +941.9% | -410.3% | +50.3% |
| All | +531.6% | +996.0% | -464.3% | +50.3% |
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