+13,399.7%
FICO vs EME
+61,143.5%
-47,743.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -17.2% |
| 7D | -19.2% | +1.9% | -21.1% | -19.7% |
| 30D | -14.6% | -8.3% | -6.3% | -12.6% |
| 3M | -20.1% | -10.7% | -9.3% | -19.8% |
| 6M | -36.3% | +1.9% | -38.2% | -39.4% |
| YTD | -44.9% | +23.5% | -68.3% | -51.2% |
| 1Y | -38.6% | +18.0% | -56.6% | -45.6% |
| 3Y | +4.0% | +236.1% | -232.1% | -37.0% |
| 5Y | +99.5% | +527.9% | -428.3% | -2.8% |
| 10Y | +604.7% | +1,252.8% | -648.1% | +161.0% |
| All | +13,399.7% | +61,143.5% | -47,743.8% | +3,281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling