+76.9%
FICO vs EME
+358.3%
-281.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -0.9% | -10.5% | +9.5% | +0.7% |
| 30D | +3.3% | -22.4% | +25.8% | +7.2% |
| 3M | -31.7% | -24.7% | -7.0% | -29.0% |
| 6M | -34.0% | -35.5% | +1.5% | -28.7% |
| YTD | -58.3% | -0.3% | -58.0% | -61.7% |
| 1Y | -57.9% | -6.7% | -51.2% | -60.4% |
| 3Y | -24.1% | +190.6% | -214.7% | -61.6% |
| All | +76.9% | +358.3% | -281.3% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling