+541.4%
FICO vs NTRS
+189.6%
+351.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +2.2% | +3.2% | -1.0% | +0.8% |
| 30D | +0.1% | +9.6% | -9.5% | -4.1% |
| 3M | -35.2% | -6.0% | -29.2% | -33.6% |
| 6M | -32.4% | +10.4% | -42.7% | -36.0% |
| YTD | -57.4% | +32.5% | -89.9% | -63.3% |
| 1Y | -58.5% | +41.2% | -99.7% | -65.4% |
| 3Y | -28.9% | +173.4% | -202.2% | -57.5% |
| 5Y | +91.7% | +65.0% | +26.7% | +41.7% |
| All | +541.4% | +189.6% | +351.8% | +242.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling