+112.8%
FICO vs NTRS
+88.8%
+24.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.8% |
| 7D | -14.1% | +0.3% | -14.5% | -14.3% |
| 30D | -7.5% | +0.2% | -7.6% | -7.7% |
| 3M | -21.3% | +13.2% | -34.5% | -25.6% |
| 6M | -25.2% | +36.9% | -62.2% | -35.2% |
| YTD | -43.2% | +39.1% | -82.3% | -51.2% |
| 1Y | -37.2% | +50.4% | -87.7% | -47.9% |
| 3Y | +6.8% | +166.8% | -160.0% | -32.4% |
| 5Y | +112.8% | +92.9% | +20.0% | +48.2% |
| All | +112.8% | +88.8% | +24.1% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling