-37.2%
FICO vs NTR
+41.6%
-78.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.1% |
| 7D | -14.1% | -2.5% | -11.7% | -13.9% |
| 30D | -7.5% | +17.0% | -24.5% | -8.4% |
| 3M | -21.3% | +22.2% | -43.4% | -22.1% |
| 6M | -25.2% | +5.2% | -30.4% | -26.3% |
| YTD | -43.2% | +29.7% | -72.8% | -48.7% |
| 1Y | -37.2% | +39.4% | -76.6% | -47.0% |
| All | -37.2% | +41.6% | -78.8% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling