+542.4%
FICO vs NTR
+97.9%
+444.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | +5.7% | -1.3% | +7.0% | +6.1% |
| 30D | -5.6% | +16.8% | -22.4% | -10.3% |
| 3M | -16.9% | +20.7% | -37.6% | -22.0% |
| 6M | -15.4% | +0.5% | -16.0% | -16.6% |
| YTD | -41.7% | +29.2% | -70.9% | -47.9% |
| 1Y | -38.3% | +39.6% | -77.9% | -46.4% |
| 3Y | +8.9% | +37.9% | -29.0% | -7.7% |
| 5Y | +118.3% | +47.1% | +71.2% | +58.1% |
| All | +542.4% | +97.9% | +444.5% | +225.6% |
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