+549.1%
FICO vs EME
+916.4%
-367.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -1.3% |
| 7D | +4.0% | +4.3% | -0.3% | +2.4% |
| 30D | -1.5% | -14.4% | +12.9% | +2.8% |
| 3M | -29.8% | -18.3% | -11.5% | -26.1% |
| 6M | -33.3% | -28.3% | -4.9% | -28.0% |
| YTD | -56.9% | +9.2% | -66.1% | -61.9% |
| 1Y | -59.5% | +4.3% | -63.7% | -63.5% |
| 3Y | -26.9% | +218.6% | -245.5% | -64.7% |
| 5Y | +92.9% | +421.0% | -328.1% | -29.5% |
| All | +549.1% | +916.4% | -367.3% | +56.5% |
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