+507.8%
FICO vs NTR
+100.5%
+407.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.2% |
| 7D | -19.2% | +8.1% | -27.3% | -21.2% |
| 30D | -14.6% | +18.8% | -33.3% | -19.3% |
| 3M | -20.1% | +16.2% | -36.3% | -24.1% |
| 6M | -36.3% | +9.8% | -46.1% | -39.2% |
| YTD | -44.9% | +30.9% | -75.7% | -50.9% |
| 1Y | -38.6% | +41.8% | -80.4% | -47.0% |
| 3Y | +4.0% | +35.8% | -31.8% | -11.2% |
| 5Y | +99.5% | +51.0% | +48.5% | +42.6% |
| All | +507.8% | +100.5% | +407.3% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling