+8.6%
FICO vs NTRS
+161.8%
-153.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | -10.6% | +0.9% | -11.4% | -10.8% |
| 30D | -6.3% | -1.2% | -5.1% | -6.1% |
| 3M | -19.7% | +8.8% | -28.5% | -22.6% |
| 6M | -31.8% | +34.7% | -66.5% | -39.7% |
| YTD | -41.8% | +37.2% | -79.1% | -49.1% |
| 1Y | -36.4% | +46.3% | -82.8% | -45.8% |
| All | +8.6% | +161.8% | -153.1% | -27.2% |
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