+3.7%
FICO vs NTR
+42.0%
-38.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -15.4% | +3.8% | -19.3% | -15.7% |
| 30D | -10.4% | +25.2% | -35.6% | -12.4% |
| 3M | -22.7% | +21.0% | -43.7% | -24.2% |
| 6M | -36.8% | +7.6% | -44.4% | -37.6% |
| YTD | -44.8% | +32.9% | -77.7% | -47.7% |
| 1Y | -39.3% | +43.1% | -82.4% | -43.5% |
| 3Y | +3.7% | +41.6% | -37.9% | -2.5% |
| All | +3.7% | +42.0% | -38.2% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling