-28.9%
FICO vs EME
+216.1%
-245.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +2.2% | +8.4% | -6.1% | +2.0% |
| 30D | +0.1% | -11.5% | +11.6% | +0.4% |
| 3M | -35.2% | -20.6% | -14.5% | -34.7% |
| 6M | -32.4% | -28.5% | -3.9% | -29.7% |
| YTD | -57.4% | +8.0% | -65.4% | -60.3% |
| 1Y | -58.5% | +6.8% | -65.3% | -61.3% |
| 3Y | -28.9% | +213.9% | -242.8% | -54.0% |
| All | -28.9% | +216.1% | -245.0% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling