+376.3%
FICO vs NTR
+83.5%
+292.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +0.9% | +4.1% | -3.2% | -0.5% |
| 30D | +9.4% | +7.0% | +2.5% | +7.0% |
| 3M | -30.4% | +9.7% | -40.1% | -32.5% |
| 6M | -35.1% | +7.4% | -42.5% | -36.8% |
| YTD | -56.8% | +19.8% | -76.5% | -60.4% |
| 1Y | -58.4% | +25.4% | -83.8% | -62.6% |
| 3Y | -26.7% | +48.6% | -75.3% | -39.9% |
| 5Y | +88.0% | +24.0% | +64.0% | +47.5% |
| All | +376.3% | +83.5% | +292.8% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling