+10,102.3%
FICO vs EME
+49,337.3%
-39,235.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -0.9% | -10.5% | +9.5% | +2.2% |
| 30D | +3.3% | -22.4% | +25.8% | +10.8% |
| 3M | -31.7% | -24.7% | -7.0% | -26.5% |
| 6M | -34.0% | -35.5% | +1.5% | -27.5% |
| YTD | -58.3% | -0.3% | -58.0% | -61.0% |
| 1Y | -57.9% | -6.7% | -51.2% | -59.8% |
| 3Y | -24.1% | +190.6% | -214.7% | -52.4% |
| 5Y | +85.3% | +367.3% | -282.0% | -1.6% |
| 10Y | +520.3% | +954.5% | -434.2% | +146.0% |
| All | +10,102.3% | +49,337.3% | -39,235.0% | +2,604.0% |
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