-58.5%
FICO vs EME
+3.0%
-61.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.2% |
| 7D | +2.2% | +8.4% | -6.1% | +5.3% |
| 30D | +0.1% | -11.5% | +11.6% | -4.3% |
| 3M | -35.2% | -20.6% | -14.5% | -40.8% |
| 6M | -32.4% | -28.5% | -3.9% | -35.8% |
| YTD | -57.4% | +8.0% | -65.4% | -58.6% |
| 1Y | -58.5% | +6.8% | -65.3% | -59.6% |
| All | -58.5% | +3.0% | -61.5% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling