-28.9%
FICO vs NTRS
+176.1%
-204.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +0.1% | +9.6% | -9.5% | -3.0% |
| 3M | -35.2% | -6.0% | -29.2% | -34.1% |
| 6M | -32.4% | +10.4% | -42.7% | -35.3% |
| YTD | -57.4% | +32.5% | -89.9% | -62.4% |
| 1Y | -58.5% | +41.2% | -99.7% | -64.4% |
| 3Y | -28.9% | +173.4% | -202.2% | -50.4% |
| All | -28.9% | +176.1% | -204.9% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling