-56.4%
FICO vs NTRS
+43.5%
-99.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.4% | -3.5% |
| 7D | +0.4% | +3.6% | -3.2% | +0.1% |
| 30D | +1.7% | +4.3% | -2.7% | +1.2% |
| 3M | -33.0% | -1.9% | -31.1% | -33.3% |
| 6M | -33.9% | +11.4% | -45.3% | -36.0% |
| YTD | -58.5% | +32.3% | -90.8% | -61.8% |
| 1Y | -56.4% | +42.5% | -98.9% | -60.1% |
| All | -56.4% | +43.5% | -99.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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