+3.1%
FICO vs EME
+242.1%
-239.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -16.8% |
| 7D | -19.2% | +1.9% | -21.1% | -19.3% |
| 30D | -14.6% | -8.3% | -6.3% | -14.3% |
| 3M | -20.1% | -10.7% | -9.3% | -18.5% |
| 6M | -36.3% | +1.9% | -38.2% | -37.3% |
| YTD | -44.9% | +23.5% | -68.3% | -48.9% |
| 1Y | -38.6% | +18.0% | -56.6% | -43.5% |
| All | +3.1% | +242.1% | -239.0% | -32.7% |
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